Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290266.5448 | 132903.9583 | 157362.5865 | -86260.121 | -63295.7432 | -22964.3778 |
Total P&L (%) | 290.2665 | 132.904 | 157.3626 | -86.2601 | -63.2957 | -22.9644 |
Avg Daily Profit (%) | 0.1745 | 0.0799 | 0.0946 | -0.1192 | -0.0602 | -0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177520 | -113129 | -90812 | -86582 | -49080 | -45740 |
Profit Factor | 1.2512 | 1.2067 | 1.3069 | 0.6264 | 0.5269 | 0.7635 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 53.5294 | 45.8824 | 61.1765 | 53.5294 | 45.8824 | 61.1765 |
Ratio Avg Win / Avg Loss | 1.0862 | 1.4233 | 0.8294 | 0.5438 | 0.6214 | 0.4845 |
Largest Winning Trade | 118013 | 118013 | 55523 | 9415 | 9415 | 5731 |
Largest Losing Trade | -90812 | -42126 | -90812 | -43336 | -21908 | -43336 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3309 | 1647 | 1662 | 3309 | 1647 | 1662 |
Profit Streak | 37.0707 | 37.0707 | 47.0707 | 37.0707 | 37.0707 | 47.0707 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368971 | -87873 | -65551 | -577717 | -581883 | -578111 |
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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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