Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246426.6994 | 208772.215 | 37654.4844 | -17261.9145 | 50720.8692 | -67982.7838 |
Total P&L (%) | 246.4267 | 208.7722 | 37.6545 | -17.2619 | 50.7209 | -67.9828 |
Avg Daily Profit (%) | 0.1742 | 0.1475 | 0.0266 | -0.0134 | 0.029 | -0.0805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124328 | -91622 | -101682 | -234638 | -128076 | -161004 |
Profit Factor | 1.2767 | 1.3974 | 1.1031 | 0.9846 | 1.0809 | 0.8626 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 45.9459 | 39.1304 | 52.6882 | 45.9459 | 39.1304 | 52.6882 |
Ratio Avg Win / Avg Loss | 1.502 | 2.1737 | 0.9905 | 1.1584 | 1.6814 | 0.7746 |
Largest Winning Trade | 138709 | 138709 | 28785 | 107850 | 107850 | 41668 |
Largest Losing Trade | -46078 | -46078 | -38356 | -107522 | -42743 | -107522 |
Avg Bars in Trades | 15 | 20 | 9 | 15 | 20 | 9 |
Avg Bars in Winners | 17 | 26 | 11 | 17 | 26 | 11 |
Avg Bars in Losers | 12 | 16 | 7 | 12 | 16 | 7 |
Bars Traded | 2781 | 1881 | 900 | 2781 | 1881 | 900 |
Profit Streak | 7.1534 | 0 | 79.1534 | 7.1534 | 0 | 79.1534 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316988 | 52160 | -266842 | -578758 | -290076 | -579088 |
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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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