Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276158.6384 | 75504.3486 | 200654.2897 | 125932.3789 | -71592.6908 | 197525.0697 |
Total P&L (%) | 276.1586 | 75.5043 | 200.6543 | 125.9324 | -71.5927 | 197.5251 |
Avg Daily Profit (%) | 0.1825 | 0.0499 | 0.1326 | 0.0539 | -0.0831 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80139 | -92092 | -69904 | -369602 | -376771 | -318031 |
Profit Factor | 1.3643 | 1.1799 | 1.593 | 1.0588 | 0.937 | 1.1969 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 95 | 40 | 55 | 95 | 40 | 55 |
Losing Trades | 77 | 46 | 31 | 77 | 46 | 31 |
Profitability (%) | 55.2326 | 46.5116 | 63.9535 | 55.2326 | 46.5116 | 63.9535 |
Ratio Avg Win / Avg Loss | 1.1058 | 1.3569 | 0.8979 | 0.8582 | 1.0776 | 0.6746 |
Largest Winning Trade | 125149 | 125149 | 51589 | 251625 | 251625 | 84227 |
Largest Losing Trade | -36066 | -24348 | -36066 | -116676 | -75302 | -116676 |
Avg Bars in Trades | 103 | 93 | 114 | 103 | 93 | 114 |
Avg Bars in Winners | 118 | 102 | 129 | 118 | 102 | 129 |
Avg Bars in Losers | 86 | 85 | 88 | 86 | 85 | 88 |
Bars Traded | 17877 | 8008 | 9869 | 17877 | 8008 | 9869 |
Profit Streak | 7.9925 | 0 | 15.9091 | 7.9925 | 0 | 15.9091 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367290 | -150581 | -13439 | -276181 | -580792 | -99936 |
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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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