Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295193.7764 | 86468.5458 | 208725.2306 | 148895.5583 | -4914.083 | 153809.6413 |
Total P&L (%) | 295.1938 | 86.4685 | 208.7252 | 148.8956 | -4.9141 | 153.8096 |
Avg Daily Profit (%) | 0.1999 | 0.0586 | 0.1414 | 0.0618 | -0.0034 | 0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175312 | -89980 | -113600 | -259610 | -159585 | -161030 |
Profit Factor | 1.3425 | 1.2055 | 1.4732 | 1.119 | 0.9925 | 1.2577 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 47.093 | 40.6977 | 53.4884 | 47.093 | 40.6977 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.5082 | 1.7566 | 1.2811 | 1.2571 | 1.4462 | 1.0937 |
Largest Winning Trade | 64457 | 64457 | 48543 | 106079 | 76569 | 106079 |
Largest Losing Trade | -36447 | -21508 | -36447 | -96104 | -53946 | -96104 |
Avg Bars in Trades | 101 | 79 | 123 | 101 | 79 | 123 |
Avg Bars in Winners | 120 | 72 | 157 | 120 | 72 | 157 |
Avg Bars in Losers | 84 | 84 | 84 | 84 | 84 | 84 |
Bars Traded | 17488 | 6840 | 10648 | 17488 | 6840 | 10648 |
Profit Streak | 0 | 0 | 14.2419 | 0 | 0 | 14.2419 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318439 | -118050 | -1984 | -200330 | -583053 | -107645 |
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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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