Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301717.0061 | 206835.5875 | 94881.4185 | -41185.8039 | -26387.3428 | -14798.4611 |
Total P&L (%) | 301.717 | 206.8356 | 94.8814 | -41.1858 | -26.3873 | -14.7985 |
Avg Daily Profit (%) | 0.1586 | 0.1087 | 0.0499 | -0.0279 | -0.0161 | -0.0084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185216 | -96509 | -192490 | -122953 | -68205 | -88576 |
Profit Factor | 1.313 | 1.4656 | 1.1826 | 0.8915 | 0.8589 | 0.9232 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 52.2581 | 52.5641 | 51.9481 | 52.2581 | 52.5641 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.1995 | 1.3226 | 1.0939 | 0.8145 | 0.7751 | 0.8539 |
Largest Winning Trade | 136080 | 136080 | 60610 | 28537 | 28537 | 18867 |
Largest Losing Trade | -73523 | -30519 | -73523 | -35368 | -34411 | -35368 |
Avg Bars in Trades | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Losers | 68 | 78 | 57 | 68 | 78 | 57 |
Bars Traded | 11068 | 5981 | 5087 | 11068 | 5981 | 5087 |
Profit Streak | 0 | 0 | 83.0989 | 0 | 0 | 83.0989 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307267 | -80904 | -186361 | -579673 | -614903 | -621117 |
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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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