Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308368.6968 | 116155.7485 | 192212.9483 | 85081.093 | -417392.3898 | 502473.4829 |
Total P&L (%) | 308.3687 | 116.1557 | 192.2129 | 85.0811 | -417.3924 | 502.4735 |
Avg Daily Profit (%) | 0.191 | 0.072 | 0.1191 | 0.0381 | 0 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177907 | -128204 | -131060 | -928333 | -834865 | -289368 |
Profit Factor | 1.4481 | 1.2805 | 1.7016 | 1.0392 | 0.7263 | 1.7802 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 64 | 40 | 24 | 64 | 40 | 24 |
Profitability (%) | 62.1302 | 52.9412 | 71.4286 | 62.1302 | 52.9412 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.8827 | 1.1382 | 0.6806 | 0.6334 | 0.6456 | 0.7121 |
Largest Winning Trade | 50078 | 50078 | 28809 | 176390 | 176390 | 152294 |
Largest Losing Trade | -81509 | -49809 | -81509 | -296897 | -296897 | -148353 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
Bars Traded | 4721 | 2332 | 2389 | 4721 | 2332 | 2389 |
Profit Streak | 0 | 0 | 76.7375 | 0 | 0 | 76.7375 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345682 | -96572 | -29635 | -318264 | -580445 | -39412 |
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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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