Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367395.5307 | 236167.2837 | 131228.247 | 426347.5574 | 431503.6108 | -5156.0534 |
Total P&L (%) | 367.3955 | 236.1673 | 131.2282 | 426.3476 | 431.5036 | -5.1561 |
Avg Daily Profit (%) | 0.2166 | 0.1393 | 0.0774 | 0.098 | 0.0985 | -0.0031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115059 | -137644 | -52543 | -385552 | -240477 | -356471 |
Profit Factor | 1.4799 | 1.631 | 1.3354 | 1.2358 | 1.5244 | 0.9948 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 42.236 | 38.2716 | 46.25 | 42.236 | 38.2716 | 46.25 |
Ratio Avg Win / Avg Loss | 2.024 | 2.6306 | 1.5519 | 1.6901 | 2.4587 | 1.1561 |
Largest Winning Trade | 99055 | 99055 | 56414 | 158934 | 158934 | 136162 |
Largest Losing Trade | -24807 | -24807 | -23873 | -101409 | -62981 | -101409 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Losers | 14 | 17 | 12 | 14 | 17 | 12 |
Bars Traded | 3321 | 1679 | 1642 | 3321 | 1679 | 1642 |
Profit Streak | 9.3757 | 53.8757 | 0 | 9.3757 | 53.8757 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317725 | -19308 | -108867 | -62606 | -74100 | -599750 |
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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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