Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302140.8486 | 115896.2168 | 186244.6318 | 203031.3631 | -500232.5361 | 703263.8991 |
Total P&L (%) | 302.1408 | 115.8962 | 186.2446 | 203.0314 | -500.2325 | 703.2639 |
Avg Daily Profit (%) | 0.2335 | 0.0896 | 0.1439 | 0.0857 | 0 | 0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145614 | -103265 | -85961 | -1171911 | -1052926 | -673695 |
Profit Factor | 1.4042 | 1.2867 | 1.5424 | 1.0385 | 0.8329 | 1.308 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 53.0488 | 48.7805 | 57.3171 | 53.0488 | 48.7805 | 57.3171 |
Ratio Avg Win / Avg Loss | 1.2428 | 1.351 | 1.1486 | 0.9191 | 0.8745 | 0.974 |
Largest Winning Trade | 119642 | 119642 | 44488 | 518853 | 518853 | 325255 |
Largest Losing Trade | -33261 | -29907 | -33261 | -381963 | -381963 | -280554 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 2451 | 1223 | 1228 | 2451 | 1223 | 1228 |
Profit Streak | 0 | 0 | 24.0634 | 0 | 0 | 24.0634 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365756 | -78039 | -2022 | -256859 | -585432 | 125442 |
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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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