Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190405.1819 | 35665.8092 | 154739.3727 | 52725.2953 | -129032.7408 | 181758.0361 |
Total P&L (%) | 190.4052 | 35.6658 | 154.7394 | 52.7253 | -129.0327 | 181.758 |
Avg Daily Profit (%) | 0.1834 | 0.0343 | 0.149 | 0.0408 | 0 | 0.0998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98126 | -85788 | -44043 | -296833 | -292370 | -158153 |
Profit Factor | 1.3189 | 1.0929 | 1.7263 | 1.0498 | 0.802 | 1.4474 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 52.1212 | 46.988 | 57.3171 | 52.1212 | 46.988 | 57.3171 |
Ratio Avg Win / Avg Loss | 1.2115 | 1.233 | 1.2856 | 0.9644 | 0.9049 | 1.0779 |
Largest Winning Trade | 75514 | 75514 | 46308 | 82852 | 82852 | 57333 |
Largest Losing Trade | -44043 | -38910 | -44043 | -158153 | -75879 | -158153 |
Avg Bars in Trades | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Winners | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 11888 | 5807 | 6081 | 11888 | 5807 | 6081 |
Profit Streak | 0 | 0 | 25.8969 | 0 | 0 | 25.8969 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317431 | -269497 | 200429 | -305805 | -582281 | -61225 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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