Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162229.2116 | 158212.4056 | 4016.8059 | 4114.1846 | 8850.9455 | -4736.7609 |
Total P&L (%) | 162.2292 | 158.2124 | 4.0168 | 4.1142 | 8.8509 | -4.7368 |
Avg Daily Profit (%) | 0.1557 | 0.1519 | 0.0039 | 0.0039 | 0.0081 | -0.0047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146516 | -137175 | -24335 | -660199 | -650177 | -72188 |
Profit Factor | 1.381 | 1.4155 | 1.0892 | 1.0033 | 1.008 | 0.9612 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 63.4409 | 63.0435 | 63.8298 | 63.4409 | 63.0435 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.7958 | 0.8298 | 0.6172 | 0.5782 | 0.5909 | 0.5447 |
Largest Winning Trade | 61016 | 61016 | 5405 | 264019 | 264019 | 37660 |
Largest Losing Trade | -61862 | -61862 | -13715 | -307469 | -307469 | -58259 |
Avg Bars in Trades | 251 | 502 | 5 | 251 | 502 | 5 |
Avg Bars in Winners | 100 | 201 | 3 | 100 | 201 | 3 |
Avg Bars in Losers | 512 | 1018 | 7 | 512 | 1018 | 7 |
Bars Traded | 23376 | 23136 | 240 | 23376 | 23136 | 240 |
Profit Streak | 31.9487 | 0 | 66.8654 | 31.9487 | 0 | 66.8654 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322682 | 291496 | -473991 | -569132 | -559378 | -577243 |
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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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