Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354189.625 | 336207.7915 | 17981.8334 | 38606.4869 | -21615.4484 | 60221.9352 |
Total P&L (%) | 354.1896 | 336.2078 | 17.9818 | 38.6065 | -21.6154 | 60.2219 |
Avg Daily Profit (%) | 0.1508 | 0.1431 | 0.0077 | 0.0139 | -0.0104 | 0.0201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143753 | -75746 | -173997 | -183811 | -140244 | -100264 |
Profit Factor | 1.3882 | 1.7118 | 1.0409 | 1.0421 | 0.9588 | 1.1531 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 50.6173 | 51.8519 | 49.3827 | 50.6173 | 51.8519 | 49.3827 |
Ratio Avg Win / Avg Loss | 1.3543 | 1.5896 | 1.0669 | 1.0166 | 0.8903 | 1.1819 |
Largest Winning Trade | 155990 | 155990 | 67024 | 66608 | 62346 | 66608 |
Largest Losing Trade | -52807 | -40895 | -52807 | -67339 | -67339 | -49252 |
Avg Bars in Trades | 42 | 33 | 50 | 42 | 33 | 50 |
Avg Bars in Winners | 45 | 33 | 57 | 45 | 33 | 57 |
Avg Bars in Losers | 39 | 34 | 43 | 39 | 34 | 43 |
Bars Traded | 6815 | 2751 | 4064 | 6815 | 2751 | 4064 |
Profit Streak | 0 | 0 | 20.3932 | 0 | 0 | 20.3932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315079 | -10416 | -378057 | -349944 | -592496 | -230457 |
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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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