Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387290.8773 | 289029.6878 | 98261.1895 | -64687.8757 | -140523.2957 | 75835.42 |
Total P&L (%) | 387.2909 | 289.0297 | 98.2612 | -64.6879 | -140.5233 | 75.8354 |
Avg Daily Profit (%) | 0.2142 | 0.1598 | 0.0543 | -0.0575 | 0 | 0.0312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145228 | -107199 | -105505 | -1989271 | -643336 | -1380475 |
Profit Factor | 1.452 | 1.7026 | 1.2206 | 0.981 | 0.8683 | 1.0324 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 49.0683 | 43.2099 | 55 | 49.0683 | 43.2099 | 55 |
Ratio Avg Win / Avg Loss | 1.5072 | 2.2377 | 0.9987 | 1.0183 | 1.1412 | 0.8447 |
Largest Winning Trade | 288519 | 288519 | 72212 | 666082 | 285101 | 666082 |
Largest Losing Trade | -89345 | -37649 | -89345 | -1342915 | -338278 | -1342915 |
Avg Bars in Trades | 32 | 21 | 44 | 32 | 21 | 44 |
Avg Bars in Winners | 47 | 26 | 65 | 47 | 26 | 65 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 5291 | 1708 | 3583 | 5291 | 1708 | 3583 |
Profit Streak | 0 | 0 | 14.6003 | 0 | 0 | 14.6003 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372506 | -3816 | -140643 | -578630 | -593432 | -356005 |
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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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