Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223061.2035 | 155724.196 | 67337.0075 | 19765.9993 | 36193.7429 | -16427.7436 |
Total P&L (%) | 223.0612 | 155.7242 | 67.337 | 19.766 | 36.1937 | -16.4277 |
Avg Daily Profit (%) | 0.218 | 0.1522 | 0.0658 | 0.0176 | 0.0302 | -0.0175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107233 | -58785 | -98207 | -165439 | -96418 | -94460 |
Profit Factor | 1.2757 | 1.4147 | 1.1553 | 1.0249 | 1.0987 | 0.9616 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 71 | 28 | 43 | 71 | 28 | 43 |
Losing Trades | 94 | 54 | 40 | 94 | 54 | 40 |
Profitability (%) | 43.0303 | 34.1463 | 51.8072 | 43.0303 | 34.1463 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.689 | 2.7284 | 1.0747 | 1.3569 | 2.1189 | 0.8945 |
Largest Winning Trade | 128302 | 128302 | 45714 | 121373 | 121373 | 44196 |
Largest Losing Trade | -37301 | -17760 | -37301 | -65133 | -27747 | -65133 |
Avg Bars in Trades | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 22 | 24 | 21 | 22 | 24 | 21 |
Bars Traded | 6109 | 2827 | 3281 | 6109 | 2827 | 3281 |
Profit Streak | 36.1204 | 36.1204 | 59.4537 | 36.1204 | 36.1204 | 59.4537 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302894 | -971 | -153597 | -369909 | -276043 | -579481 |
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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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