Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251898.5755 | 89647.8655 | 162250.71 | -11977.3601 | -131943.8968 | 119966.5367 |
Total P&L (%) | 251.8986 | 89.6479 | 162.2507 | -11.9774 | -131.9439 | 119.9665 |
Avg Daily Profit (%) | 0.1506 | 0.0536 | 0.097 | -0.0076 | 0 | 0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106306 | -107002 | -76320 | -215514 | -296414 | -144245 |
Profit Factor | 1.2975 | 1.1791 | 1.4689 | 0.991 | 0.8327 | 1.2242 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 51.5723 | 46.25 | 56.962 | 51.5723 | 46.25 | 56.962 |
Ratio Avg Win / Avg Loss | 1.2184 | 1.3703 | 1.1098 | 0.9305 | 0.9678 | 0.9249 |
Largest Winning Trade | 134451 | 134451 | 46635 | 106927 | 106927 | 64896 |
Largest Losing Trade | -47461 | -47461 | -31388 | -128746 | -128746 | -63135 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 21 | 18 | 22 | 21 | 18 | 22 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 3215 | 1573 | 1642 | 3215 | 1573 | 1642 |
Profit Streak | 34.1963 | 47.6963 | 34.1963 | 34.1963 | 47.6963 | 34.1963 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360981 | -164528 | -87300 | -578018 | -600427 | -156952 |
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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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