Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359022.6237 | 318504.0447 | 40518.579 | 116931.6056 | 965628.9846 | -848697.379 |
Total P&L (%) | 359.0226 | 318.504 | 40.5186 | 116.9316 | 965.629 | -848.6974 |
Avg Daily Profit (%) | 0.1884 | 0.1671 | 0.0213 | 0.0406 | 0.1242 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116714 | -83692 | -128053 | -1393807 | -493042 | -1472565 |
Profit Factor | 1.4218 | 1.8197 | 1.0876 | 1.018 | 1.3568 | 0.7755 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 50 | 48.1928 | 51.8072 | 50 | 48.1928 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.4218 | 1.9561 | 1.0117 | 1.018 | 1.4586 | 0.7214 |
Largest Winning Trade | 87660 | 87660 | 59108 | 403291 | 403291 | 278764 |
Largest Losing Trade | -48159 | -41602 | -48159 | -465927 | -301463 | -465927 |
Avg Bars in Trades | 136 | 115 | 157 | 136 | 115 | 157 |
Avg Bars in Winners | 170 | 125 | 212 | 170 | 125 | 212 |
Avg Bars in Losers | 101 | 105 | 98 | 101 | 105 | 98 |
Bars Traded | 22640 | 9550 | 13090 | 22640 | 9550 | 13090 |
Profit Streak | 6.9492 | 0 | 9.8659 | 6.9492 | 0 | 9.8659 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356556 | 351264 | -290231 | -337766 | -27368 | -580211 |
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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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