Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174718.6976 | 152693.5888 | 22025.1088 | 11622.555 | -85023.736 | 96646.291 |
Total P&L (%) | 174.7187 | 152.6936 | 22.0251 | 11.6226 | -85.0237 | 96.6463 |
Avg Daily Profit (%) | 0.1677 | 0.1466 | 0.0211 | 0.0106 | -0.1821 | 0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141336 | -131892 | -30831 | -469177 | -461997 | -65480 |
Profit Factor | 1.3503 | 1.4081 | 1.1766 | 1.0082 | 0.9222 | 1.3029 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 47.0588 | 39.4737 | 54.5455 | 47.0588 | 39.4737 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.519 | 2.1592 | 0.9805 | 1.1343 | 1.4141 | 1.0858 |
Largest Winning Trade | 161457 | 161457 | 8336 | 265612 | 265612 | 38896 |
Largest Losing Trade | -30926 | -30926 | -11902 | -162982 | -162982 | -42455 |
Avg Bars in Trades | 159 | 292 | 27 | 159 | 292 | 27 |
Avg Bars in Winners | 196 | 430 | 28 | 196 | 430 | 28 |
Avg Bars in Losers | 126 | 202 | 26 | 126 | 202 | 26 |
Bars Traded | 24369 | 22237 | 2132 | 24369 | 22237 | 2132 |
Profit Streak | 0 | 9.9817 | 0 | 0 | 9.9817 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306193 | -48391 | -239155 | -505848 | -631999 | -147208 |
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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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