Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310668.0619 | 282478.2623 | 28189.7996 | -58948.6392 | -13788.0579 | -45160.5813 |
Total P&L (%) | 310.6681 | 282.4783 | 28.1898 | -58.9486 | -13.7881 | -45.1606 |
Avg Daily Profit (%) | 0.1739 | 0.1581 | 0.0158 | -0.0498 | -0.0083 | -0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173539 | -149764 | -37520 | -247249 | -240937 | -89967 |
Profit Factor | 1.3623 | 1.4353 | 1.1352 | 0.9374 | 0.9801 | 0.819 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 84 | 31 | 53 | 84 | 31 | 53 |
Losing Trades | 77 | 49 | 28 | 77 | 49 | 28 |
Profitability (%) | 52.1739 | 38.75 | 65.4321 | 52.1739 | 38.75 | 65.4321 |
Ratio Avg Win / Avg Loss | 1.2488 | 2.2687 | 0.5997 | 0.8593 | 1.5492 | 0.4327 |
Largest Winning Trade | 239519 | 239519 | 16782 | 103813 | 103813 | 21783 |
Largest Losing Trade | -59651 | -59651 | -20895 | -70512 | -70512 | -54576 |
Avg Bars in Trades | 124 | 215 | 34 | 124 | 215 | 34 |
Avg Bars in Winners | 138 | 324 | 30 | 138 | 324 | 30 |
Avg Bars in Losers | 109 | 147 | 42 | 109 | 147 | 42 |
Bars Traded | 20063 | 17271 | 2791 | 20063 | 17271 | 2791 |
Profit Streak | 11.7124 | 0 | 32.5457 | 11.7124 | 0 | 32.5457 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346192 | -14548 | -257636 | -579024 | -601833 | -589917 |
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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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