Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318875.889 | 216669.2256 | 102206.6633 | 109253.8144 | -7464.5439 | 116718.3584 |
Total P&L (%) | 318.8759 | 216.6692 | 102.2067 | 109.2538 | -7.4645 | 116.7184 |
Avg Daily Profit (%) | 0.2337 | 0.1588 | 0.0749 | 0.0541 | -0.0057 | 0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160257 | -93115 | -141036 | -425166 | -287005 | -238745 |
Profit Factor | 1.4219 | 1.5647 | 1.2747 | 1.0848 | 0.9889 | 1.1901 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 83 | 34 | 49 | 83 | 34 | 49 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 44.8649 | 36.5591 | 53.2609 | 44.8649 | 36.5591 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.7474 | 2.7152 | 1.1186 | 1.3331 | 1.7161 | 1.0444 |
Largest Winning Trade | 145396 | 145396 | 49093 | 110736 | 110736 | 109347 |
Largest Losing Trade | -43580 | -32115 | -43580 | -116064 | -116064 | -69868 |
Avg Bars in Trades | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Winners | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 4005 | 1786 | 2219 | 4005 | 1786 | 2219 |
Profit Streak | 26.3413 | 40.008 | 0 | 26.3413 | 40.008 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347046 | 193463 | -92624 | -248106 | -582707 | -128201 |
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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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