Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227589.248 | 27426.8657 | 200162.3823 | 20816.0238 | -81185.9643 | 102001.9881 |
Total P&L (%) | 227.5892 | 27.4269 | 200.1624 | 20.816 | -81.186 | 102.002 |
Avg Daily Profit (%) | 0.1494 | 0.018 | 0.1314 | 0.0124 | -0.1096 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144619 | -77852 | -97795 | -349124 | -243524 | -244443 |
Profit Factor | 1.277 | 1.0644 | 1.5055 | 1.0132 | 0.8964 | 1.1293 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 51.5924 | 46.1538 | 56.962 | 51.5924 | 46.1538 | 56.962 |
Ratio Avg Win / Avg Loss | 1.1981 | 1.2418 | 1.1375 | 0.9507 | 1.0458 | 0.8532 |
Largest Winning Trade | 61797 | 61797 | 43231 | 100004 | 100004 | 96147 |
Largest Losing Trade | -57554 | -32853 | -57554 | -231223 | -97450 | -231223 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 2876 | 1427 | 1449 | 2876 | 1427 | 1449 |
Profit Streak | 26.0126 | 35.5126 | 26.0126 | 26.0126 | 35.5126 | 26.0126 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313540 | -356942 | -41189 | -387901 | -614244 | -236176 |
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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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