Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241607.9002 | 77586.0756 | 164021.8246 | -85615.9414 | -2933.5139 | -82682.4275 |
Total P&L (%) | 241.6079 | 77.5861 | 164.0218 | -85.6159 | -2.9335 | -82.6824 |
Avg Daily Profit (%) | 0.1626 | 0.0522 | 0.1104 | -0.1304 | -0.002 | -0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150264 | -172276 | -98474 | -370401 | -186882 | -336566 |
Profit Factor | 1.2969 | 1.1688 | 1.4633 | 0.9372 | 0.9954 | 0.8861 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 64.8485 | 57.8313 | 71.9512 | 64.8485 | 57.8313 | 71.9512 |
Ratio Avg Win / Avg Loss | 0.703 | 0.8522 | 0.5704 | 0.508 | 0.7258 | 0.3454 |
Largest Winning Trade | 66039 | 66039 | 23452 | 101667 | 101667 | 51728 |
Largest Losing Trade | -95060 | -53139 | -95060 | -246825 | -102503 | -246825 |
Avg Bars in Trades | 106 | 114 | 98 | 106 | 114 | 98 |
Avg Bars in Winners | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Losers | 174 | 173 | 175 | 174 | 173 | 175 |
Bars Traded | 17639 | 9530 | 8109 | 17639 | 9530 | 8109 |
Profit Streak | 0 | 0 | 16.4409 | 0 | 0 | 16.4409 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305604 | -159032 | -46980 | -577988 | -580094 | -581538 |
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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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