Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252927.8507 | 19283.4792 | 233644.3714 | 102152.5466 | -125535.6528 | 227688.1993 |
Total P&L (%) | 252.9279 | 19.2835 | 233.6444 | 102.1525 | -125.5357 | 227.6882 |
Avg Daily Profit (%) | 0.1656 | 0.0126 | 0.153 | 0.0461 | 0 | 0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107649 | -124850 | -42417 | -190030 | -182312 | -107151 |
Profit Factor | 1.3238 | 1.0393 | 1.8043 | 1.07 | 0.8666 | 1.4392 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 53.2051 | 47.4359 | 58.9744 | 53.2051 | 47.4359 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.1643 | 1.1517 | 1.2552 | 0.9411 | 0.9603 | 1.0012 |
Largest Winning Trade | 64228 | 64228 | 46930 | 87692 | 87692 | 80477 |
Largest Losing Trade | -42417 | -35400 | -42417 | -96859 | -96859 | -74238 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 2941 | 1453 | 1488 | 2941 | 1453 | 1488 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326399 | -395821 | -23208 | -275040 | -615955 | -120968 |
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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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