Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326716.9771 | 316652.7866 | 10064.1905 | -67905.4343 | 105608.0821 | -173513.5165 |
Total P&L (%) | 326.717 | 316.6528 | 10.0642 | -67.9054 | 105.6081 | -173.5135 |
Avg Daily Profit (%) | 0.1692 | 0.164 | 0.0052 | -0.0588 | 0.0373 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160926 | -125595 | -116306 | -165482 | -63466 | -204507 |
Profit Factor | 1.3522 | 1.7725 | 1.0194 | 0.8938 | 1.4374 | 0.5637 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 50.3067 | 48.1481 | 52.439 | 50.3067 | 48.1481 | 52.439 |
Ratio Avg Win / Avg Loss | 1.3357 | 1.9088 | 0.9246 | 0.8829 | 1.548 | 0.5113 |
Largest Winning Trade | 149172 | 149172 | 42442 | 78742 | 78742 | 23911 |
Largest Losing Trade | -88842 | -35500 | -88842 | -136786 | -36811 | -136786 |
Avg Bars in Trades | 23 | 19 | 26 | 23 | 19 | 26 |
Avg Bars in Winners | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3758 | 1555 | 2203 | 3758 | 1555 | 2203 |
Profit Streak | 8.7123 | 0 | 24.2123 | 8.7123 | 0 | 24.2123 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345661 | -1726 | -553772 | -578936 | -153392 | -584097 |
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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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