Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165986.2966 | 83547.7193 | 82438.5773 | -29595.2631 | 20813.871 | -50409.1341 |
Total P&L (%) | 165.9863 | 83.5477 | 82.4386 | -29.5953 | 20.8139 | -50.4091 |
Avg Daily Profit (%) | 0.1608 | 0.0809 | 0.0799 | -0.034 | 0.0183 | -0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174605 | -150581 | -104275 | -190121 | -100379 | -157060 |
Profit Factor | 1.2225 | 1.2082 | 1.2393 | 0.9538 | 1.0671 | 0.8477 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 53.125 | 48.75 | 57.5 | 53.125 | 48.75 | 57.5 |
Ratio Avg Win / Avg Loss | 1.0787 | 1.2701 | 0.916 | 0.8416 | 1.1219 | 0.6266 |
Largest Winning Trade | 158298 | 158298 | 34988 | 48155 | 48155 | 24159 |
Largest Losing Trade | -40804 | -38633 | -40804 | -45603 | -24471 | -45603 |
Avg Bars in Trades | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 2926 | 1341 | 1585 | 2926 | 1341 | 1585 |
Profit Streak | 0 | 17.2134 | 0 | 0 | 17.2134 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303029 | -104472 | -106214 | -579256 | -340500 | -598708 |
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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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