Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220290.3127 | 67578.6028 | 152711.7099 | -45361.2816 | -123321.503 | 77960.2214 |
Total P&L (%) | 220.2903 | 67.5786 | 152.7117 | -45.3613 | -123.3215 | 77.9602 |
Avg Daily Profit (%) | 0.1475 | 0.0453 | 0.1023 | -0.0405 | 0 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219149 | -103727 | -122796 | -225216 | -171041 | -56815 |
Profit Factor | 1.4121 | 1.232 | 1.6277 | 0.8373 | 0.3865 | 2.0032 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 77.8443 | 73.494 | 82.1429 | 77.8443 | 73.494 | 82.1429 |
Ratio Avg Win / Avg Loss | 0.4019 | 0.4443 | 0.3539 | 0.2383 | 0.1394 | 0.4355 |
Largest Winning Trade | 37317 | 37317 | 30615 | 33949 | 8226 | 33949 |
Largest Losing Trade | -86039 | -65651 | -86039 | -150827 | -150827 | -27870 |
Avg Bars in Trades | 32 | 39 | 25 | 32 | 39 | 25 |
Avg Bars in Winners | 15 | 18 | 13 | 15 | 18 | 13 |
Avg Bars in Losers | 92 | 99 | 81 | 92 | 99 | 81 |
Bars Traded | 5472 | 3312 | 2159 | 5472 | 3312 | 2159 |
Profit Streak | 7.6593 | 56.6593 | 7.6593 | 7.6593 | 56.6593 | 7.6593 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311432 | -130027 | -51121 | -575155 | -576191 | -135291 |
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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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