Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210074.2699 | 33027.0702 | 177047.1997 | 99087.3125 | -12064.5319 | 111151.8444 |
Total P&L (%) | 210.0743 | 33.0271 | 177.0472 | 99.0873 | -12.0645 | 111.1518 |
Avg Daily Profit (%) | 0.2034 | 0.032 | 0.1714 | 0.0667 | -0.0124 | 0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91773 | -100244 | -58541 | -348542 | -232052 | -164103 |
Profit Factor | 1.3052 | 1.1059 | 1.4701 | 1.0692 | 0.9798 | 1.133 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 58.642 | 55.5556 | 61.7284 | 58.642 | 55.5556 | 61.7284 |
Ratio Avg Win / Avg Loss | 0.9205 | 0.8847 | 0.9115 | 0.754 | 0.7838 | 0.7025 |
Largest Winning Trade | 54317 | 32272 | 54317 | 86261 | 69438 | 86261 |
Largest Losing Trade | -31618 | -28923 | -31618 | -79344 | -42295 | -79344 |
Avg Bars in Trades | 18 | 12 | 24 | 18 | 12 | 24 |
Avg Bars in Winners | 17 | 11 | 23 | 17 | 11 | 23 |
Avg Bars in Losers | 18 | 13 | 25 | 18 | 13 | 25 |
Bars Traded | 2938 | 986 | 1952 | 2938 | 986 | 1952 |
Profit Streak | 0 | 0 | 8.3038 | 0 | 0 | 8.3038 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300430 | -269656 | -1922 | -247765 | -591738 | -180901 |
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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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