Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227876.8512 | 41273.0452 | 186603.806 | 66544.4079 | -126762.9907 | 193307.3986 |
Total P&L (%) | 227.8769 | 41.273 | 186.6038 | 66.5444 | -126.763 | 193.3074 |
Avg Daily Profit (%) | 0.1528 | 0.0277 | 0.1252 | 0.0342 | 0 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84191 | -90224 | -66824 | -338821 | -347067 | -186940 |
Profit Factor | 1.2861 | 1.1066 | 1.4557 | 1.0327 | 0.8713 | 1.1846 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 50.5882 | 47.0588 | 54.1176 | 50.5882 | 47.0588 | 54.1176 |
Ratio Avg Win / Avg Loss | 1.2562 | 1.245 | 1.2342 | 1.0087 | 0.9802 | 1.0043 |
Largest Winning Trade | 74441 | 74441 | 39145 | 125041 | 125041 | 108780 |
Largest Losing Trade | -48090 | -21164 | -48090 | -140913 | -97559 | -140913 |
Avg Bars in Trades | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Winners | 25 | 20 | 29 | 25 | 20 | 29 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 4310 | 1856 | 2454 | 4310 | 1856 | 2454 |
Profit Streak | 11.1962 | 11.1962 | 18.5296 | 11.1962 | 11.1962 | 18.5296 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343928 | -261790 | -23853 | -329582 | -581333 | -112997 |
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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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