Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198670.3407 | 91297.2324 | 107373.1082 | 213715.3207 | 135550.5737 | 78164.7471 |
Total P&L (%) | 198.6703 | 91.2972 | 107.3731 | 213.7153 | 135.5506 | 78.1647 |
Avg Daily Profit (%) | 0.2155 | 0.099 | 0.1165 | 0.1241 | 0.093 | 0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124173 | -66536 | -86621 | -471144 | -199805 | -311620 |
Profit Factor | 1.3807 | 1.4154 | 1.3555 | 1.157 | 1.2401 | 1.0982 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 52.5316 | 48.1013 | 56.962 | 52.5316 | 48.1013 | 56.962 |
Ratio Avg Win / Avg Loss | 1.2476 | 1.5271 | 1.0242 | 1.0455 | 1.338 | 0.8297 |
Largest Winning Trade | 31558 | 21049 | 31558 | 59472 | 52164 | 59472 |
Largest Losing Trade | -30876 | -17086 | -30876 | -145351 | -55391 | -145351 |
Avg Bars in Trades | 16 | 9 | 22 | 16 | 9 | 22 |
Avg Bars in Winners | 18 | 9 | 25 | 18 | 9 | 25 |
Avg Bars in Losers | 13 | 9 | 18 | 13 | 9 | 18 |
Bars Traded | 2542 | 768 | 1774 | 2542 | 768 | 1774 |
Profit Streak | 8.4239 | 0 | 21.0905 | 8.4239 | 0 | 21.0905 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375693 | -86297 | -61553 | -73044 | -96551 | -247926 |
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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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