Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168864.7365 | 61007.5195 | 107857.217 | -308912.463 | -280511.444 | -28401.0191 |
Total P&L (%) | 168.8647 | 61.0075 | 107.8572 | -308.9125 | -280.5114 | -28.401 |
Avg Daily Profit (%) | 0.166 | 0.06 | 0.106 | 0 | 0 | -0.0328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165239 | -97931 | -134063 | -639721 | -357617 | -389139 |
Profit Factor | 1.2829 | 1.2 | 1.3695 | 0.7793 | 0.6083 | 0.9585 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 96 | 44 | 52 | 88 | 40 | 48 |
Losing Trades | 40 | 24 | 16 | 48 | 28 | 20 |
Profitability (%) | 70.5882 | 64.7059 | 76.4706 | 64.7059 | 58.8235 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.5345 | 0.6546 | 0.4214 | 0.4251 | 0.4258 | 0.3994 |
Largest Winning Trade | 47918 | 42469 | 47918 | 86167 | 45637 | 86167 |
Largest Losing Trade | -134063 | -44300 | -134063 | -327704 | -132191 | -327704 |
Avg Bars in Trades | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Winners | 16 | 13 | 19 | 20 | 19 | 20 |
Avg Bars in Losers | 55 | 51 | 60 | 42 | 38 | 49 |
Bars Traded | 3824 | 1858 | 1966 | 3824 | 1858 | 1966 |
Profit Streak | 17.1233 | 0 | 42.8733 | 0 | 55.1233 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342708 | -222651 | -157547 | -578233 | -687974 | -687011 |
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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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