Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221094.9395 | 158145.1928 | 62949.7467 | -117914.1362 | 30413.189 | -148327.3252 |
Total P&L (%) | 221.0949 | 158.1452 | 62.9497 | -117.9141 | 30.4132 | -148.3273 |
Avg Daily Profit (%) | 0.2138 | 0.1529 | 0.0609 | 0 | 0.0257 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121866 | -71471 | -144958 | -143983 | -10651 | -154336 |
Profit Factor | 1.2825 | 1.4141 | 1.1572 | 0.4007 | 2.1233 | 0.1259 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 91 | 40 | 51 | 79 | 47 | 32 |
Losing Trades | 77 | 44 | 33 | 89 | 37 | 52 |
Profitability (%) | 54.1667 | 47.619 | 60.7143 | 47.0238 | 55.9524 | 38.0952 |
Ratio Avg Win / Avg Loss | 1.0852 | 1.5555 | 0.7487 | 0.4515 | 1.6716 | 0.2046 |
Largest Winning Trade | 71519 | 71519 | 34909 | 15907 | 15907 | 4859 |
Largest Losing Trade | -103701 | -37100 | -103701 | -118479 | -7038 | -118479 |
Avg Bars in Trades | 24 | 27 | 20 | 24 | 27 | 20 |
Avg Bars in Winners | 23 | 26 | 20 | 23 | 27 | 18 |
Avg Bars in Losers | 25 | 28 | 21 | 24 | 27 | 22 |
Bars Traded | 4056 | 2312 | 1744 | 4056 | 2312 | 1744 |
Profit Streak | 0 | 0 | 0 | 5.1428 | 5.1428 | 18.6428 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338916 | 292801 | -159816 | -579170 | -156162 | -584115 |
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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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