Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165156.8329 | -5601.1139 | 170757.9467 | 19896.5826 | -49140.0575 | 69036.6401 |
Total P&L (%) | 165.1568 | -5.6011 | 170.7579 | 19.8966 | -49.1401 | 69.0366 |
Avg Daily Profit (%) | 0.1591 | -0.0054 | 0.1645 | 0.0175 | -0.0651 | 0.0506 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169942 | -130562 | -50129 | -314905 | -187343 | -128723 |
Profit Factor | 1.3443 | 0.9815 | 1.9646 | 1.0302 | 0.8744 | 1.2585 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 78.8571 | 79.5455 | 78.1609 | 78.8571 | 79.5455 | 78.1609 |
Ratio Avg Win / Avg Loss | 0.3604 | 0.2524 | 0.5489 | 0.2762 | 0.2248 | 0.3516 |
Largest Winning Trade | 34738 | 13504 | 34738 | 17163 | 17163 | 15487 |
Largest Losing Trade | -67725 | -67725 | -50129 | -122940 | -90617 | -122940 |
Avg Bars in Trades | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Winners | 11 | 8 | 14 | 11 | 8 | 14 |
Avg Bars in Losers | 62 | 72 | 53 | 62 | 72 | 53 |
Bars Traded | 3863 | 1880 | 1983 | 3863 | 1880 | 1983 |
Profit Streak | 19.205 | 94.955 | 19.205 | 19.205 | 94.955 | 19.205 |
Trades During Streak | 5 | 18 | 2 | 5 | 18 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448657 | -574965 | 475987 | -358889 | -574965 | -122293 |
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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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