Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404167.9087 | 352484.8495 | 51683.0592 | -234318.8743 | 73501.0553 | -307819.9296 |
Total P&L (%) | 404.1679 | 352.4848 | 51.6831 | -234.3189 | 73.5011 | -307.8199 |
Avg Daily Profit (%) | 0.2171 | 0.1894 | 0.0278 | 0 | 0.0296 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168614 | -144910 | -145958 | -475319 | -218882 | -374472 |
Profit Factor | 1.3873 | 1.7267 | 1.0925 | 0.8261 | 1.1257 | 0.5963 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 99 | 46 | 53 | 70 | 38 | 32 |
Losing Trades | 66 | 37 | 29 | 95 | 45 | 50 |
Profitability (%) | 60 | 55.4217 | 64.6341 | 42.4242 | 45.7831 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.9249 | 1.3888 | 0.5978 | 1.1211 | 1.3331 | 0.9318 |
Largest Winning Trade | 143885 | 143885 | 47917 | 146661 | 146661 | 94498 |
Largest Losing Trade | -132085 | -46443 | -132085 | -195841 | -57671 | -195841 |
Avg Bars in Trades | 21 | 16 | 26 | 21 | 16 | 26 |
Avg Bars in Winners | 21 | 15 | 26 | 19 | 15 | 25 |
Avg Bars in Losers | 22 | 17 | 28 | 22 | 16 | 28 |
Bars Traded | 3553 | 1344 | 2209 | 3553 | 1344 | 2209 |
Profit Streak | 0 | 0 | 49.059 | 5.559 | 32.059 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329637 | 372252 | -277993 | -580209 | -236266 | -589226 |
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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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