Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247371.1664 | 256278.587 | -8907.4206 | -42298.473 | -75173.697 | 32875.224 |
Total P&L (%) | 247.3712 | 256.2786 | -8.9074 | -42.2985 | -75.1737 | 32.8752 |
Avg Daily Profit (%) | 0.1988 | 0.2059 | -0.0072 | -0.0442 | -0.1119 | 0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170401 | -89604 | -162050 | -346351 | -109159 | -242940 |
Profit Factor | 1.3006 | 1.8285 | 0.9827 | 0.9463 | 0.774 | 1.0723 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 120 | 58 | 62 | 108 | 53 | 55 |
Losing Trades | 50 | 27 | 23 | 62 | 32 | 30 |
Profitability (%) | 70.5882 | 68.2353 | 72.9412 | 63.5294 | 62.3529 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.5419 | 0.8512 | 0.3645 | 0.5432 | 0.4673 | 0.5849 |
Largest Winning Trade | 55260 | 55260 | 28631 | 240402 | 19844 | 240402 |
Largest Losing Trade | -153060 | -44146 | -153060 | -126701 | -50956 | -126701 |
Avg Bars in Trades | 85 | 91 | 80 | 85 | 91 | 80 |
Avg Bars in Winners | 59 | 62 | 57 | 66 | 67 | 65 |
Avg Bars in Losers | 148 | 152 | 144 | 119 | 130 | 108 |
Bars Traded | 14604 | 7738 | 6866 | 14604 | 7738 | 6866 |
Profit Streak | 18.8615 | 25.0281 | 18.8615 | 18.8615 | 25.0281 | 18.8615 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398283 | 421296 | -577292 | -576661 | -578201 | -305459 |
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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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