Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282044.8536 | 215010.2788 | 67034.5748 | 4128.9981 | -43372.3709 | 47501.369 |
Total P&L (%) | 282.0449 | 215.0103 | 67.0346 | 4.129 | -43.3724 | 47.5014 |
Avg Daily Profit (%) | 0.1969 | 0.1501 | 0.0468 | 0.0028 | -0.0397 | 0.0271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105719 | -93926 | -50445 | -151790 | -129750 | -75043 |
Profit Factor | 1.3296 | 1.3967 | 1.2136 | 1.0054 | 0.9116 | 1.1721 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 46.3415 | 42.6829 | 50 | 46.3415 | 42.6829 | 50 |
Ratio Avg Win / Avg Loss | 1.5395 | 1.8756 | 1.2136 | 1.1641 | 1.2241 | 1.1721 |
Largest Winning Trade | 127822 | 127822 | 28400 | 102150 | 102150 | 39808 |
Largest Losing Trade | -42257 | -42257 | -38356 | -64979 | -64979 | -56971 |
Avg Bars in Trades | 17 | 23 | 10 | 17 | 23 | 10 |
Avg Bars in Winners | 20 | 29 | 13 | 20 | 29 | 13 |
Avg Bars in Losers | 14 | 19 | 7 | 14 | 19 | 7 |
Bars Traded | 2814 | 1957 | 857 | 2814 | 1957 | 857 |
Profit Streak | 0 | 0 | 90.2537 | 0 | 0 | 90.2537 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312633 | 70368 | -133872 | -569707 | -586137 | -192201 |
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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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