Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161206.386 | 134609.8286 | 26596.5574 | 73226.7353 | 32092.1605 | 41134.5748 |
Total P&L (%) | 161.2064 | 134.6098 | 26.5966 | 73.2267 | 32.0922 | 41.1346 |
Avg Daily Profit (%) | 0.3095 | 0.2585 | 0.0511 | 0.1055 | 0.0535 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111880 | -76783 | -53415 | -400487 | -301070 | -196473 |
Profit Factor | 1.3466 | 1.4929 | 1.1385 | 1.0571 | 1.041 | 1.0822 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 48.4848 | 44.5783 | 52.439 | 48.4848 | 44.5783 | 52.439 |
Ratio Avg Win / Avg Loss | 1.4307 | 1.856 | 1.0326 | 1.1232 | 1.2943 | 0.9815 |
Largest Winning Trade | 122578 | 122578 | 22202 | 153228 | 153228 | 70205 |
Largest Losing Trade | -23601 | -23601 | -22569 | -123720 | -123720 | -87219 |
Avg Bars in Trades | 147 | 182 | 110 | 147 | 182 | 110 |
Avg Bars in Winners | 187 | 261 | 124 | 187 | 261 | 124 |
Avg Bars in Losers | 108 | 119 | 96 | 108 | 119 | 96 |
Bars Traded | 24277 | 15185 | 9093 | 24277 | 15185 | 9093 |
Profit Streak | 0 | 0 | 20.1527 | 0 | 0 | 20.1527 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310751 | 269459 | -199941 | -210085 | -302853 | -242110 |
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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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