Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193347.0187 | 211715.0968 | -18368.0781 | -112082.0283 | -99898.0177 | -12184.0107 |
Total P&L (%) | 193.347 | 211.7151 | -18.3681 | -112.082 | -99.898 | -12.184 |
Avg Daily Profit (%) | 0.1546 | 0.1693 | -0.0147 | 0 | -0.5492 | -0.0104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161700 | -81016 | -166152 | -294823 | -84437 | -226833 |
Profit Factor | 1.2218 | 1.5788 | 0.9637 | 0.7537 | 0.4863 | 0.9532 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 118 | 56 | 62 | 48 | 26 | 22 |
Losing Trades | 46 | 26 | 20 | 116 | 56 | 60 |
Profitability (%) | 71.9512 | 68.2927 | 75.6098 | 29.2683 | 31.7073 | 26.8293 |
Ratio Avg Win / Avg Loss | 0.4763 | 0.733 | 0.3109 | 1.8214 | 1.0473 | 2.5997 |
Largest Winning Trade | 75434 | 75434 | 24969 | 185713 | 24038 | 185713 |
Largest Losing Trade | -153060 | -41524 | -153060 | -130687 | -42040 | -130687 |
Avg Bars in Trades | 90 | 94 | 86 | 90 | 94 | 86 |
Avg Bars in Winners | 62 | 61 | 63 | 151 | 159 | 141 |
Avg Bars in Losers | 163 | 166 | 160 | 65 | 65 | 66 |
Bars Traded | 14896 | 7786 | 7111 | 14896 | 7786 | 7111 |
Profit Streak | 0 | 0 | 0 | 18.7256 | 22.3923 | 18.7256 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319573 | 204119 | -581638 | -587078 | -590135 | -603649 |
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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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