Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520696.4317 | 395239.0058 | 125457.426 | 348278.3705 | 211569.6606 | 136708.7099 |
Total P&L (%) | 520.6964 | 395.239 | 125.4574 | 348.2784 | 211.5697 | 136.7087 |
Avg Daily Profit (%) | 0.2391 | 0.1815 | 0.0576 | 0.0689 | 0.0522 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106014 | -84276 | -119312 | -413747 | -385357 | -210910 |
Profit Factor | 1.5422 | 1.7845 | 1.2748 | 1.1615 | 1.1752 | 1.1441 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 43.3735 | 39.759 | 46.988 | 43.3735 | 39.759 | 46.988 |
Ratio Avg Win / Avg Loss | 2.0135 | 2.7038 | 1.4383 | 1.5164 | 1.7805 | 1.2908 |
Largest Winning Trade | 104306 | 104306 | 43027 | 199179 | 199179 | 94460 |
Largest Losing Trade | -58035 | -58035 | -53387 | -114638 | -114638 | -87475 |
Avg Bars in Trades | 50 | 58 | 43 | 50 | 58 | 43 |
Avg Bars in Winners | 66 | 75 | 58 | 66 | 75 | 58 |
Avg Bars in Losers | 39 | 46 | 30 | 39 | 46 | 30 |
Bars Traded | 8459 | 4832 | 3627 | 8459 | 4832 | 3627 |
Profit Streak | 25.8007 | 0 | 43.0507 | 25.8007 | 0 | 43.0507 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355762 | 235182 | -117007 | -143831 | -154265 | -202960 |
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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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