Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224506.6839 | 34122.3107 | 190384.3732 | 45072.8516 | -132131.611 | 177204.4626 |
Total P&L (%) | 224.5067 | 34.1223 | 190.3844 | 45.0729 | -132.1316 | 177.2045 |
Avg Daily Profit (%) | 0.1738 | 0.0264 | 0.1474 | 0.0288 | 0 | 0.0789 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128094 | -63820 | -100432 | -1013786 | -314739 | -817023 |
Profit Factor | 1.2786 | 1.0831 | 1.4813 | 1.0141 | 0.91 | 1.1021 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 52.4324 | 48.913 | 55.914 | 52.4324 | 48.913 | 55.914 |
Ratio Avg Win / Avg Loss | 1.1599 | 1.1313 | 1.1679 | 0.92 | 0.9504 | 0.869 |
Largest Winning Trade | 38009 | 38009 | 37275 | 238512 | 238512 | 145759 |
Largest Losing Trade | -66099 | -38712 | -66099 | -513985 | -181134 | -513985 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 2476 | 1230 | 1246 | 2476 | 1230 | 1246 |
Profit Streak | 13.2851 | 0 | 20.2851 | 13.2851 | 0 | 20.2851 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342596 | -289857 | 221516 | -360720 | -581231 | -196092 |
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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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