Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288672.9353 | 125624.6425 | 163048.2928 | 73982.8442 | -21659.0743 | 95641.9185 |
Total P&L (%) | 288.6729 | 125.6246 | 163.0483 | 73.9828 | -21.6591 | 95.6419 |
Avg Daily Profit (%) | 0.1879 | 0.0818 | 0.1061 | 0.0361 | -0.0159 | 0.0437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128836 | -115101 | -69255 | -509147 | -367859 | -194960 |
Profit Factor | 1.353 | 1.3005 | 1.4079 | 1.0426 | 0.9766 | 1.1181 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 46.7532 | 42.8571 | 50.6494 | 46.7532 | 42.8571 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.5409 | 1.734 | 1.3718 | 1.1874 | 1.3022 | 1.0894 |
Largest Winning Trade | 92353 | 92353 | 65913 | 188890 | 188890 | 140096 |
Largest Losing Trade | -41512 | -41512 | -33084 | -138496 | -138496 | -101058 |
Avg Bars in Trades | 117 | 87 | 148 | 117 | 87 | 148 |
Avg Bars in Winners | 142 | 104 | 175 | 142 | 104 | 175 |
Avg Bars in Losers | 95 | 73 | 120 | 95 | 73 | 120 |
Bars Traded | 18115 | 6705 | 11410 | 18115 | 6705 | 11410 |
Profit Streak | 0 | 47.2661 | 0 | 0 | 47.2661 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308911 | -126323 | -92425 | -318883 | -622858 | -267085 |
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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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