Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174123.9143 | 67452.9708 | 106670.9435 | 61439.1925 | -68882.6635 | 130321.8561 |
Total P&L (%) | 174.1239 | 67.453 | 106.6709 | 61.4392 | -68.8827 | 130.3219 |
Avg Daily Profit (%) | 0.1561 | 0.0605 | 0.0956 | 0.0429 | -0.1046 | 0.0748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103540 | -84045 | -63183 | -370828 | -341676 | -131519 |
Profit Factor | 1.2068 | 1.1295 | 1.3322 | 1.0332 | 0.9408 | 1.1892 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 169 | 71 | 98 | 169 | 71 | 98 |
Losing Trades | 196 | 111 | 85 | 196 | 111 | 85 |
Profitability (%) | 46.3014 | 39.011 | 53.5519 | 46.3014 | 39.011 | 53.5519 |
Ratio Avg Win / Avg Loss | 1.3996 | 1.7658 | 1.1555 | 1.1982 | 1.4709 | 1.0314 |
Largest Winning Trade | 86790 | 86790 | 22133 | 160542 | 160542 | 49377 |
Largest Losing Trade | -23255 | -15724 | -23255 | -76662 | -76662 | -42356 |
Avg Bars in Trades | 12 | 14 | 9 | 12 | 14 | 9 |
Avg Bars in Winners | 14 | 19 | 10 | 14 | 19 | 10 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 4397 | 2683 | 1714 | 4397 | 2683 | 1714 |
Profit Streak | 14.0225 | 14.0225 | 20.2725 | 14.0225 | 14.0225 | 20.2725 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324119 | -192344 | -62849 | -317946 | -582113 | -103318 |
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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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