Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257702.9208 | 129494.8675 | 128208.0532 | 37976.2712 | 42896.028 | -4919.7568 |
Total P&L (%) | 257.7029 | 129.4949 | 128.2081 | 37.9763 | 42.896 | -4.9198 |
Avg Daily Profit (%) | 0.1535 | 0.0771 | 0.0764 | 0.0192 | 0.0213 | -0.003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104440 | -97940 | -87996 | -124272 | -92141 | -109249 |
Profit Factor | 1.2862 | 1.2842 | 1.2883 | 1.0457 | 1.1079 | 0.9886 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 49.4382 | 43.8202 | 55.0562 | 49.4382 | 43.8202 | 55.0562 |
Ratio Avg Win / Avg Loss | 1.3154 | 1.6464 | 1.0517 | 1.0695 | 1.4204 | 0.8071 |
Largest Winning Trade | 91350 | 91350 | 39473 | 51219 | 51219 | 40487 |
Largest Losing Trade | -51337 | -34538 | -51337 | -65803 | -32111 | -65803 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3230 | 1614 | 1616 | 3230 | 1614 | 1616 |
Profit Streak | 14.3014 | 23.3014 | 0 | 14.3014 | 23.3014 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317086 | -90769 | -90363 | -338273 | -270101 | -580161 |
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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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