Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167693.9837 | 111413.5922 | 56280.3916 | 43565.358 | -20630.6461 | 64196.004 |
Total P&L (%) | 167.694 | 111.4136 | 56.2804 | 43.5654 | -20.6306 | 64.196 |
Avg Daily Profit (%) | 0.161 | 0.107 | 0.054 | 0.0347 | -0.0222 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105683 | -109783 | -56142 | -206927 | -246723 | -75244 |
Profit Factor | 1.378 | 1.3458 | 1.4635 | 1.0674 | 0.9592 | 1.4583 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 73.545 | 72.3404 | 74.7368 | 73.545 | 72.3404 | 74.7368 |
Ratio Avg Win / Avg Loss | 0.4957 | 0.5146 | 0.4947 | 0.384 | 0.3668 | 0.4929 |
Largest Winning Trade | 26027 | 26027 | 10607 | 42685 | 42685 | 19107 |
Largest Losing Trade | -63555 | -63555 | -52454 | -180170 | -180170 | -70330 |
Avg Bars in Trades | 125 | 222 | 29 | 125 | 222 | 29 |
Avg Bars in Winners | 34 | 52 | 17 | 34 | 52 | 17 |
Avg Bars in Losers | 376 | 667 | 62 | 376 | 667 | 62 |
Bars Traded | 23687 | 20931 | 2756 | 23687 | 20931 | 2756 |
Profit Streak | 15.0422 | 15.0422 | 75.0422 | 15.0422 | 15.0422 | 75.0422 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427528 | -47133 | -117154 | -290752 | -576418 | -125209 |
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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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