Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388715.788 | 197913.9307 | 190801.8573 | 183907.244 | -10224.7343 | 194131.9783 |
Total P&L (%) | 388.7158 | 197.9139 | 190.8019 | 183.9072 | -10.2247 | 194.132 |
Avg Daily Profit (%) | 0.2055 | 0.1046 | 0.1009 | 0.0552 | -0.0057 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118054 | -94160 | -84693 | -214059 | -162362 | -120405 |
Profit Factor | 1.4126 | 1.3572 | 1.4919 | 1.114 | 0.9896 | 1.3068 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 46.988 | 46.988 | 46.988 | 46.988 | 46.988 | 46.988 |
Ratio Avg Win / Avg Loss | 1.5938 | 1.5312 | 1.6832 | 1.2568 | 1.1164 | 1.4743 |
Largest Winning Trade | 111875 | 111875 | 52231 | 131016 | 131016 | 59933 |
Largest Losing Trade | -35399 | -33071 | -35399 | -85338 | -85338 | -65813 |
Avg Bars in Trades | 134 | 146 | 121 | 134 | 146 | 121 |
Avg Bars in Winners | 173 | 175 | 170 | 173 | 175 | 170 |
Avg Bars in Losers | 99 | 120 | 79 | 99 | 120 | 79 |
Bars Traded | 22274 | 12155 | 10119 | 22274 | 12155 | 10119 |
Profit Streak | 20.7919 | 25.8752 | 0 | 20.7919 | 25.8752 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352884 | -52724 | -57456 | -214107 | -580072 | -118120 |
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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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