Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203061.926 | 241029.8765 | -37967.9505 | -45106.0301 | 25783.2106 | -70889.2407 |
Total P&L (%) | 203.0619 | 241.0299 | -37.968 | -45.106 | 25.7832 | -70.8892 |
Avg Daily Profit (%) | 0.1949 | 0.2314 | -0.0364 | -0.0576 | 0.022 | -0.1184 |
Buy And Hold Return (%) | 19.0083 | 19.0083 | 19.0083 | 19.0083 | 19.0083 | 19.0083 |
Max Trade Drawdown | -105094 | -107928 | -46286 | -211062 | -204085 | -85430 |
Profit Factor | 1.324 | 1.5317 | 0.7812 | 0.9529 | 1.0368 | 0.7238 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 79 | 29 | 50 | 79 | 29 | 50 |
Losing Trades | 79 | 50 | 29 | 79 | 50 | 29 |
Profitability (%) | 50 | 36.7089 | 63.2911 | 50 | 36.7089 | 63.2911 |
Ratio Avg Win / Avg Loss | 1.324 | 2.6409 | 0.4531 | 0.9529 | 1.7876 | 0.4198 |
Largest Winning Trade | 171030 | 171030 | 12424 | 158460 | 158460 | 17764 |
Largest Losing Trade | -28070 | -27703 | -28070 | -63830 | -63830 | -54119 |
Avg Bars in Trades | 156 | 273 | 39 | 156 | 273 | 39 |
Avg Bars in Winners | 175 | 420 | 33 | 175 | 420 | 33 |
Avg Bars in Losers | 136 | 188 | 48 | 136 | 188 | 48 |
Bars Traded | 24709 | 21601 | 3107 | 24709 | 21601 | 3107 |
Profit Streak | 0 | 0 | 77.3051 | 0 | 0 | 77.3051 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310896 | -21626 | -604364 | -579950 | -429367 | -604364 |
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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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