Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247867.049 | 212717.6686 | 35149.3804 | -109580.1124 | -22948.6842 | -86631.4281 |
Total P&L (%) | 247.867 | 212.7177 | 35.1494 | -109.5801 | -22.9487 | -86.6314 |
Avg Daily Profit (%) | 0.1824 | 0.1565 | 0.0259 | 0 | -0.0192 | -0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141546 | -82335 | -109811 | -150634 | -49649 | -107750 |
Profit Factor | 1.2926 | 1.5282 | 1.0791 | 0.518 | 0.7286 | 0.3933 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 91 | 44 | 47 | 79 | 40 | 39 |
Losing Trades | 80 | 41 | 39 | 92 | 45 | 47 |
Profitability (%) | 53.2164 | 51.7647 | 54.6512 | 46.1988 | 47.0588 | 45.3488 |
Ratio Avg Win / Avg Loss | 1.1364 | 1.424 | 0.8954 | 0.6032 | 0.8196 | 0.474 |
Largest Winning Trade | 133511 | 133511 | 34412 | 11556 | 11556 | 7909 |
Largest Losing Trade | -103349 | -31866 | -103349 | -93654 | -24508 | -93654 |
Avg Bars in Trades | 90 | 100 | 81 | 90 | 100 | 81 |
Avg Bars in Winners | 105 | 117 | 94 | 71 | 82 | 60 |
Avg Bars in Losers | 73 | 81 | 65 | 107 | 115 | 98 |
Bars Traded | 15524 | 8520 | 7005 | 15524 | 8520 | 7005 |
Profit Streak | 0 | 66.377 | 0 | 18.627 | 0 | 65.5436 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317592 | 345637 | -295873 | -580798 | -582248 | -582352 |
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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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