Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166815.3345 | 43806.4783 | 123008.8563 | 138364.3459 | -26343.4906 | 164707.8365 |
Total P&L (%) | 166.8153 | 43.8065 | 123.0089 | 138.3643 | -26.3435 | 164.7078 |
Avg Daily Profit (%) | 0.3203 | 0.0841 | 0.2362 | 0.1669 | -0.0587 | 0.1871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72664 | -59657 | -36836 | -172646 | -142817 | -85323 |
Profit Factor | 1.3619 | 1.1736 | 1.5899 | 1.1733 | 0.9385 | 1.4447 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 56.5891 | 51.5625 | 61.5385 | 56.5891 | 51.5625 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.0448 | 1.1024 | 0.9937 | 0.9001 | 0.8816 | 0.9029 |
Largest Winning Trade | 31893 | 31893 | 30171 | 74627 | 53413 | 74627 |
Largest Losing Trade | -26360 | -26300 | -26360 | -70857 | -51104 | -70857 |
Avg Bars in Trades | 189 | 210 | 169 | 189 | 210 | 169 |
Avg Bars in Winners | 160 | 175 | 147 | 160 | 175 | 147 |
Avg Bars in Losers | 227 | 246 | 204 | 227 | 246 | 204 |
Bars Traded | 24447 | 13453 | 10994 | 24447 | 13453 | 10994 |
Profit Streak | 5.089 | 0 | 8.8181 | 5.089 | 0 | 8.8181 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376353 | -251690 | -121964 | -22895 | -720324 | -123272 |
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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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