Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365981.0162 | 248733.1801 | 117247.8361 | 277200.7296 | 328126.9652 | -50926.2357 |
Total P&L (%) | 365.981 | 248.7332 | 117.2478 | 277.2007 | 328.127 | -50.9262 |
Avg Daily Profit (%) | 0.3576 | 0.2431 | 0.1146 | 0.1298 | 0.1422 | -0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148447 | -80207 | -107864 | -428679 | -146234 | -336771 |
Profit Factor | 1.5041 | 1.6973 | 1.3174 | 1.1654 | 1.4124 | 0.9422 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 48.7952 | 45.7831 | 51.8072 | 48.7952 | 45.7831 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.5783 | 2.0099 | 1.2255 | 1.2229 | 1.6726 | 0.8764 |
Largest Winning Trade | 160227 | 160227 | 42150 | 239827 | 239827 | 80664 |
Largest Losing Trade | -34999 | -19623 | -34999 | -203037 | -104141 | -203037 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 2976 | 1373 | 1604 | 2976 | 1373 | 1604 |
Profit Streak | 8.9533 | 0 | 21.9533 | 8.9533 | 0 | 21.9533 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459276 | 342400 | -38622 | -56997 | -3003 | -579551 |
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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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