Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329402.0311 | 251401.238 | 78000.7931 | 147431.0328 | 236452.2071 | -89021.1742 |
Total P&L (%) | 329.402 | 251.4012 | 78.0008 | 147.431 | 236.4522 | -89.0212 |
Avg Daily Profit (%) | 0.1775 | 0.1354 | 0.042 | 0.0488 | 0.0654 | -0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149942 | -164502 | -112512 | -643987 | -458443 | -415326 |
Profit Factor | 1.3953 | 1.5498 | 1.2074 | 1.0631 | 1.1907 | 0.919 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 51.5152 | 50 | 53.012 | 51.5152 | 50 | 53.012 |
Ratio Avg Win / Avg Loss | 1.3132 | 1.5498 | 1.0702 | 1.0005 | 1.1907 | 0.8145 |
Largest Winning Trade | 111720 | 111720 | 46901 | 286382 | 286382 | 110279 |
Largest Losing Trade | -32030 | -32030 | -24774 | -182770 | -163916 | -182770 |
Avg Bars in Trades | 133 | 123 | 143 | 133 | 123 | 143 |
Avg Bars in Winners | 184 | 166 | 200 | 184 | 166 | 200 |
Avg Bars in Losers | 79 | 80 | 78 | 79 | 80 | 78 |
Bars Traded | 22044 | 10141 | 11902 | 22044 | 10141 | 11902 |
Profit Streak | 16.8426 | 0 | 21.5092 | 16.8426 | 0 | 21.5092 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350176 | -13947 | -136647 | -277247 | -120825 | -580169 |
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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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