Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177828.7325 | 59129.2648 | 118699.4677 | 127163.4878 | -33560.5394 | 160724.0272 |
Total P&L (%) | 177.8287 | 59.1293 | 118.6995 | 127.1635 | -33.5605 | 160.724 |
Avg Daily Profit (%) | 0.1587 | 0.0528 | 0.1059 | 0.0732 | -0.0365 | 0.0855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103907 | -64174 | -57143 | -319903 | -196747 | -154228 |
Profit Factor | 1.383 | 1.2477 | 1.5263 | 1.135 | 0.9363 | 1.3869 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 43.7158 | 40.2174 | 47.2527 | 43.7158 | 40.2174 | 47.2527 |
Ratio Avg Win / Avg Loss | 1.7807 | 1.8547 | 1.7038 | 1.4613 | 1.3918 | 1.5482 |
Largest Winning Trade | 83515 | 83515 | 33374 | 119401 | 82641 | 119401 |
Largest Losing Trade | -27147 | -12933 | -27147 | -53123 | -37135 | -53123 |
Avg Bars in Trades | 72 | 48 | 95 | 72 | 48 | 95 |
Avg Bars in Winners | 110 | 65 | 148 | 110 | 65 | 148 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 13179 | 4473 | 8706 | 13179 | 4473 | 8706 |
Profit Streak | 13.6049 | 13.6049 | 15.9382 | 13.6049 | 13.6049 | 15.9382 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308244 | -125827 | -49825 | -167634 | -582623 | -77834 |
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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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