Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210955.313 | 149053.4197 | 61901.8932 | -19520.7298 | 11771.5705 | -31292.3003 |
Total P&L (%) | 210.9553 | 149.0534 | 61.9019 | -19.5207 | 11.7716 | -31.2923 |
Avg Daily Profit (%) | 0.2065 | 0.1459 | 0.0606 | -0.0213 | 0.0109 | -0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158652 | -107784 | -131850 | -82364 | -45422 | -75673 |
Profit Factor | 1.2659 | 1.3475 | 1.1699 | 0.9416 | 1.0732 | 0.8195 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 52.2293 | 48.7179 | 55.6962 | 52.2293 | 48.7179 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.1579 | 1.4185 | 0.9306 | 0.8612 | 1.1297 | 0.6519 |
Largest Winning Trade | 86116 | 86116 | 27143 | 34783 | 34783 | 10778 |
Largest Losing Trade | -60333 | -48274 | -60333 | -56652 | -22007 | -56652 |
Avg Bars in Trades | 75 | 93 | 56 | 75 | 93 | 56 |
Avg Bars in Winners | 83 | 104 | 66 | 83 | 104 | 66 |
Avg Bars in Losers | 65 | 83 | 45 | 65 | 83 | 45 |
Bars Traded | 11815 | 7323 | 4492 | 11815 | 7323 | 4492 |
Profit Streak | 7.036 | 0 | 9.786 | 7.036 | 0 | 9.786 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336509 | -32866 | -173424 | -578982 | -463931 | -606333 |
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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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