Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224527.3985 | 562.9436 | 223964.4549 | 245950.1559 | -14443.5519 | 260393.7079 |
Total P&L (%) | 224.5274 | 0.5629 | 223.9645 | 245.9502 | -14.4436 | 260.3937 |
Avg Daily Profit (%) | 0.1744 | 0.0004 | 0.174 | 0.0965 | -0.0121 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57788 | -42484 | -45680 | -248770 | -115836 | -149291 |
Profit Factor | 1.5107 | 1.0021 | 2.2921 | 1.2189 | 0.9765 | 1.5116 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 53.5714 | 48.8095 | 58.3333 | 53.5714 | 48.8095 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.3093 | 1.051 | 1.6372 | 1.0564 | 1.0241 | 1.0797 |
Largest Winning Trade | 47737 | 36173 | 47737 | 131228 | 83698 | 131228 |
Largest Losing Trade | -41514 | -41514 | -37100 | -121726 | -65523 | -121726 |
Avg Bars in Trades | 44 | 34 | 54 | 44 | 34 | 54 |
Avg Bars in Winners | 63 | 47 | 77 | 63 | 47 | 77 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 7480 | 2864 | 4616 | 7480 | 2864 | 4616 |
Profit Streak | 0 | 0 | 20.4593 | 0 | 0 | 20.4593 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364222 | -576995 | 503376 | -63249 | -579903 | -56342 |
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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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