Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171446.4488 | 64139.7676 | 107306.6812 | 66823.959 | 83230.7144 | -16406.7554 |
Total P&L (%) | 171.4464 | 64.1398 | 107.3067 | 66.824 | 83.2307 | -16.4068 |
Avg Daily Profit (%) | 0.16 | 0.0598 | 0.1001 | 0.0478 | 0.0565 | -0.0167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112360 | -63635 | -89746 | -268027 | -95664 | -252854 |
Profit Factor | 1.4158 | 1.311 | 1.5208 | 1.103 | 1.3335 | 0.9589 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 78.1915 | 73.4043 | 82.9787 | 78.1915 | 73.4043 | 82.9787 |
Ratio Avg Win / Avg Loss | 0.3949 | 0.475 | 0.312 | 0.3076 | 0.4832 | 0.1967 |
Largest Winning Trade | 16549 | 16549 | 14335 | 23192 | 22040 | 23192 |
Largest Losing Trade | -70279 | -45755 | -70279 | -224904 | -61086 | -224904 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Losers | 53 | 44 | 67 | 53 | 44 | 67 |
Bars Traded | 3837 | 1841 | 1996 | 3837 | 1841 | 1996 |
Profit Streak | 17.4384 | 0 | 64.1884 | 17.4384 | 0 | 64.1884 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427990 | -111631 | -53523 | -232708 | -115539 | -574758 |
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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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