Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322128.2203 | 278043.3529 | 44084.8674 | -84634.5978 | 122135.3376 | -206769.9354 |
Total P&L (%) | 322.1282 | 278.0434 | 44.0849 | -84.6346 | 122.1353 | -206.7699 |
Avg Daily Profit (%) | 0.1703 | 0.147 | 0.0233 | -0.099 | 0.0422 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182721 | -95860 | -145733 | -337260 | -70748 | -347730 |
Profit Factor | 1.3569 | 1.6186 | 1.0973 | 0.8746 | 1.5508 | 0.5438 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Profitability (%) | 52.8662 | 56.4103 | 49.3671 | 52.8662 | 56.4103 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.2098 | 1.2507 | 1.1255 | 0.7798 | 1.1983 | 0.5577 |
Largest Winning Trade | 105704 | 105704 | 34929 | 91205 | 91205 | 37494 |
Largest Losing Trade | -95931 | -48275 | -95931 | -182880 | -39338 | -182880 |
Avg Bars in Trades | 34 | 47 | 21 | 34 | 47 | 21 |
Avg Bars in Winners | 27 | 32 | 21 | 27 | 32 | 21 |
Avg Bars in Losers | 43 | 67 | 22 | 43 | 67 | 22 |
Bars Traded | 5456 | 3733 | 1723 | 5456 | 3733 | 1723 |
Profit Streak | 0 | 10.833 | 0 | 0 | 10.833 | 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 | 323770 | -27511 | -303985 | -579583 | -167608 | -607704 |
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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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