Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315699.398 | 168228.651 | 147470.7469 | 71138.1978 | 147903.8116 | -76765.6137 |
Total P&L (%) | 315.6994 | 168.2287 | 147.4707 | 71.1382 | 147.9038 | -76.7656 |
Avg Daily Profit (%) | 0.1864 | 0.0993 | 0.0871 | 0.0317 | 0.0536 | -0.0861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160692 | -60112 | -111978 | -547686 | -208698 | -416661 |
Profit Factor | 1.3776 | 1.4642 | 1.3113 | 1.0295 | 1.1461 | 0.9452 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Profitability (%) | 56.6327 | 50 | 63.2653 | 56.6327 | 50 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.0549 | 1.4642 | 0.7614 | 0.7883 | 1.1461 | 0.5488 |
Largest Winning Trade | 60152 | 60152 | 36464 | 148202 | 148202 | 75793 |
Largest Losing Trade | -81968 | -28300 | -81968 | -342925 | -145170 | -342925 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3167 | 1582 | 1586 | 3167 | 1582 | 1586 |
Profit Streak | 29.4812 | 37.4812 | 29.4812 | 29.4812 | 37.4812 | 29.4812 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420904 | -58332 | -76002 | -336663 | -180211 | -578533 |
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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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