Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350024.573 | 263139.0213 | 86885.5517 | 196829.0007 | 257491.6799 | -60662.6792 |
Total P&L (%) | 350.0246 | 263.139 | 86.8856 | 196.829 | 257.4917 | -60.6627 |
Avg Daily Profit (%) | 0.1816 | 0.1366 | 0.0451 | 0.0565 | 0.0661 | -0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79321 | -114300 | -77333 | -318389 | -233700 | -295667 |
Profit Factor | 1.4581 | 1.6974 | 1.2247 | 1.1019 | 1.2934 | 0.9424 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 52.6946 | 51.1905 | 54.2169 | 52.6946 | 51.1905 | 54.2169 |
Ratio Avg Win / Avg Loss | 1.309 | 1.6184 | 1.0342 | 0.9892 | 1.2333 | 0.7958 |
Largest Winning Trade | 125139 | 125139 | 51153 | 179826 | 179826 | 90257 |
Largest Losing Trade | -47580 | -34185 | -47580 | -163612 | -76201 | -163612 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 3596 | 1898 | 1697 | 3596 | 1898 | 1697 |
Profit Streak | 19.154 | 44.654 | 19.154 | 19.154 | 44.654 | 19.154 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413567 | -5995 | -132012 | -224620 | -103063 | -579726 |
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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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