Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227255.8457 | 171104.6143 | 56151.2314 | 163193.8042 | 278544.429 | -115350.6248 |
Total P&L (%) | 227.2558 | 171.1046 | 56.1512 | 163.1938 | 278.5444 | -115.3506 |
Avg Daily Profit (%) | 0.2182 | 0.1643 | 0.0539 | 0.0929 | 0.1279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83277 | -74166 | -60652 | -301266 | -139346 | -276535 |
Profit Factor | 1.4711 | 1.7624 | 1.2177 | 1.1499 | 1.6616 | 0.8272 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 79.085 | 77.6316 | 80.5195 | 79.085 | 77.6316 | 80.5195 |
Ratio Avg Win / Avg Loss | 0.3891 | 0.5078 | 0.2946 | 0.3041 | 0.4788 | 0.2001 |
Largest Winning Trade | 55283 | 55283 | 29686 | 105833 | 105833 | 60248 |
Largest Losing Trade | -60652 | -31188 | -60652 | -249559 | -63791 | -249559 |
Avg Bars in Trades | 159 | 154 | 163 | 159 | 154 | 163 |
Avg Bars in Winners | 101 | 92 | 109 | 101 | 92 | 109 |
Avg Bars in Losers | 376 | 367 | 387 | 376 | 367 | 387 |
Bars Traded | 24347 | 11726 | 12621 | 24347 | 11726 | 12621 |
Profit Streak | 9.5413 | 0 | 78.2496 | 9.5413 | 0 | 78.2496 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459163 | -37719 | -160123 | -120675 | -67537 | -616959 |
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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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