Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251902.5546 | 54154.1906 | 197748.364 | 39604.245 | -14375.813 | 53980.058 |
Total P&L (%) | 251.9026 | 54.1542 | 197.7484 | 39.6042 | -14.3758 | 53.9801 |
Avg Daily Profit (%) | 0.1706 | 0.0367 | 0.1339 | 0.0226 | -0.0105 | 0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129338 | -82650 | -125930 | -428009 | -132155 | -399156 |
Profit Factor | 1.317 | 1.1497 | 1.457 | 1.0256 | 0.9781 | 1.0607 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 61.0063 | 55.6962 | 66.25 | 61.0063 | 55.6962 | 66.25 |
Ratio Avg Win / Avg Loss | 0.8418 | 0.9145 | 0.7422 | 0.6555 | 0.778 | 0.5403 |
Largest Winning Trade | 45057 | 33347 | 45057 | 82964 | 82964 | 60838 |
Largest Losing Trade | -76035 | -27525 | -76035 | -316210 | -89937 | -316210 |
Avg Bars in Trades | 53 | 43 | 63 | 53 | 43 | 63 |
Avg Bars in Winners | 36 | 23 | 47 | 36 | 23 | 47 |
Avg Bars in Losers | 79 | 69 | 93 | 79 | 69 | 93 |
Bars Traded | 8522 | 3470 | 5052 | 8522 | 3470 | 5052 |
Profit Streak | 10.7946 | 21.1279 | 10.7946 | 10.7946 | 21.1279 | 10.7946 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332868 | -228208 | -31304 | -355605 | -606446 | -326791 |
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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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