Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216351.6639 | 224225.1329 | -7873.4691 | 17868.5004 | 102116.5328 | -84248.0324 |
Total P&L (%) | 216.3517 | 224.2251 | -7.8735 | 17.8685 | 102.1165 | -84.248 |
Avg Daily Profit (%) | 0.1764 | 0.1828 | -0.0064 | 0.0134 | 0.0574 | -0.1506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168221 | -155948 | -28121 | -910652 | -857700 | -123324 |
Profit Factor | 1.3262 | 1.389 | 0.9095 | 1.0063 | 1.0409 | 0.7567 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 52.5424 | 52.2727 | 52.809 | 52.5424 | 52.2727 | 52.809 |
Ratio Avg Win / Avg Loss | 1.1978 | 1.2682 | 0.8127 | 0.9089 | 0.9504 | 0.6762 |
Largest Winning Trade | 78773 | 78773 | 4829 | 340118 | 340118 | 24645 |
Largest Losing Trade | -49839 | -49839 | -5453 | -252471 | -252471 | -39638 |
Avg Bars in Trades | 79 | 156 | 3 | 79 | 156 | 3 |
Avg Bars in Winners | 59 | 115 | 3 | 59 | 115 | 3 |
Avg Bars in Losers | 101 | 200 | 2 | 101 | 200 | 2 |
Bars Traded | 14043 | 13763 | 280 | 14043 | 13763 | 280 |
Profit Streak | 11.8113 | 0 | 33.1446 | 11.8113 | 0 | 33.1446 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343660 | 290799 | -579633 | -396645 | -293559 | -579911 |
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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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