Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257938.0371 | 82132.0701 | 175805.9671 | 154023.9917 | -36717.2218 | 190741.2135 |
Total P&L (%) | 257.938 | 82.1321 | 175.806 | 154.024 | -36.7172 | 190.7412 |
Avg Daily Profit (%) | 0.1706 | 0.0543 | 0.1163 | 0.0617 | -0.0303 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83922 | -71975 | -51566 | -160648 | -105291 | -98943 |
Profit Factor | 1.5958 | 1.3707 | 1.8318 | 1.2491 | 0.8762 | 1.593 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 61 | 38 | 23 | 61 | 38 | 23 |
Profitability (%) | 45.5357 | 32.1429 | 58.9286 | 45.5357 | 32.1429 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.9088 | 2.8938 | 1.2767 | 1.494 | 1.8499 | 1.1103 |
Largest Winning Trade | 159096 | 159096 | 70277 | 147061 | 101483 | 147061 |
Largest Losing Trade | -30584 | -29769 | -30584 | -73343 | -31120 | -73343 |
Avg Bars in Trades | 77 | 47 | 108 | 77 | 47 | 108 |
Avg Bars in Winners | 130 | 86 | 155 | 130 | 86 | 155 |
Avg Bars in Losers | 33 | 29 | 41 | 33 | 29 | 41 |
Bars Traded | 8732 | 2666 | 6066 | 8732 | 2666 | 6066 |
Profit Streak | 0 | 0 | 19.156 | 0 | 0 | 19.156 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321634 | -306021 | -213731 | -112228 | -765277 | -275112 |
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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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