Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265789.6809 | 178056.6966 | 87732.9843 | 43214.1241 | -14178.4342 | 57392.5583 |
Total P&L (%) | 265.7897 | 178.0567 | 87.733 | 43.2141 | -14.1784 | 57.3926 |
Avg Daily Profit (%) | 0.1964 | 0.1316 | 0.0648 | 0.0265 | -0.0113 | 0.0335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215345 | -128361 | -167533 | -316476 | -162628 | -175259 |
Profit Factor | 1.3419 | 1.4957 | 1.2098 | 1.079 | 0.9462 | 1.2027 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 58.125 | 52.5 | 63.75 | 58.125 | 52.5 | 63.75 |
Ratio Avg Win / Avg Loss | 0.9667 | 1.3532 | 0.6879 | 0.7774 | 0.8561 | 0.6839 |
Largest Winning Trade | 97752 | 97752 | 37010 | 46620 | 40274 | 46620 |
Largest Losing Trade | -57016 | -27213 | -57016 | -92888 | -85405 | -92888 |
Avg Bars in Trades | 99 | 83 | 114 | 99 | 83 | 114 |
Avg Bars in Winners | 104 | 89 | 117 | 104 | 89 | 117 |
Avg Bars in Losers | 91 | 77 | 110 | 91 | 77 | 110 |
Bars Traded | 15865 | 6675 | 9190 | 15865 | 6675 | 9190 |
Profit Streak | 13.4896 | 119.1563 | 13.4896 | 13.4896 | 119.1563 | 13.4896 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332403 | -33802 | -125294 | -291623 | -598489 | -167922 |
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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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