Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359499.1014 | 282405.2202 | 77093.8812 | 148904.1985 | 14288.78 | 134615.4185 |
Total P&L (%) | 359.4991 | 282.4052 | 77.0939 | 148.9042 | 14.2888 | 134.6154 |
Avg Daily Profit (%) | 0.1909 | 0.15 | 0.0409 | 0.0484 | 0.0071 | 0.0453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96326 | -71736 | -80132 | -643138 | -519578 | -434954 |
Profit Factor | 1.4482 | 1.7298 | 1.1857 | 1.0462 | 1.0084 | 1.0885 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 54.4304 | 50.6329 | 58.2278 | 54.4304 | 50.6329 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.2125 | 1.6866 | 0.8506 | 0.8759 | 0.9832 | 0.7809 |
Largest Winning Trade | 159029 | 159029 | 35162 | 270112 | 270112 | 123671 |
Largest Losing Trade | -53349 | -34246 | -53349 | -250996 | -250996 | -236861 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 26 | 22 | 30 | 26 | 22 | 30 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 3593 | 1525 | 2068 | 3593 | 1525 | 2068 |
Profit Streak | 0 | 0 | 12.0653 | 0 | 0 | 12.0653 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367672 | -16157 | -180825 | -297952 | -455270 | -281941 |
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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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