Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256549.6624 | 74034.5653 | 182515.0971 | -143403.3919 | 27832.4144 | -171235.8063 |
Total P&L (%) | 256.5497 | 74.0346 | 182.5151 | -143.4034 | 27.8324 | -171.2358 |
Avg Daily Profit (%) | 0.1967 | 0.0568 | 0.1399 | 0 | 0.0188 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176674 | -56755 | -154704 | -1170523 | -277922 | -1016039 |
Profit Factor | 1.3834 | 1.2704 | 1.4616 | 0.9324 | 1.039 | 0.8783 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 89 | 44 | 45 | 93 | 50 | 43 |
Losing Trades | 82 | 41 | 41 | 78 | 35 | 43 |
Profitability (%) | 52.0468 | 51.7647 | 52.3256 | 54.386 | 58.8235 | 50 |
Ratio Avg Win / Avg Loss | 1.2746 | 1.1838 | 1.3317 | 0.782 | 0.7273 | 0.8783 |
Largest Winning Trade | 70640 | 32929 | 70640 | 202451 | 83107 | 202451 |
Largest Losing Trade | -104217 | -21401 | -104217 | -686222 | -188424 | -686222 |
Avg Bars in Trades | 21 | 15 | 28 | 21 | 15 | 28 |
Avg Bars in Winners | 30 | 20 | 40 | 26 | 19 | 35 |
Avg Bars in Losers | 12 | 10 | 14 | 16 | 10 | 20 |
Bars Traded | 3761 | 1342 | 2419 | 3761 | 1342 | 2419 |
Profit Streak | 18.2656 | 18.2656 | 21.9323 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399584 | -116478 | -3860 | -579035 | -349155 | -580824 |
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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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