Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222077.7533 | 251212.3059 | -29134.5526 | -97853.5268 | 9723.1848 | -107576.7115 |
Total P&L (%) | 222.0778 | 251.2123 | -29.1346 | -97.8535 | 9.7232 | -107.5767 |
Avg Daily Profit (%) | 0.1799 | 0.2035 | -0.0236 | -0.3107 | 0.0075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137230 | -82192 | -177508 | -85267 | -1803 | -84898 |
Profit Factor | 1.271 | 2.003 | 0.9488 | 0.214 | 3.2981 | 0.1055 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 90 | 43 | 47 | 88 | 41 | 47 |
Losing Trades | 67 | 35 | 32 | 69 | 37 | 32 |
Profitability (%) | 57.3248 | 55.1282 | 59.4937 | 56.051 | 52.5641 | 59.4937 |
Ratio Avg Win / Avg Loss | 0.9462 | 1.6304 | 0.646 | 0.1678 | 2.9764 | 0.0718 |
Largest Winning Trade | 38281 | 34147 | 38281 | 9211 | 9211 | 7248 |
Largest Losing Trade | -105196 | -44082 | -105196 | -82321 | -852 | -82321 |
Avg Bars in Trades | 89 | 96 | 83 | 89 | 96 | 83 |
Avg Bars in Winners | 88 | 90 | 86 | 95 | 102 | 89 |
Avg Bars in Losers | 91 | 103 | 78 | 81 | 88 | 73 |
Bars Traded | 14066 | 7489 | 6577 | 14066 | 7489 | 6577 |
Profit Streak | 17.2378 | 24.1545 | 17.2378 | 17.2378 | 24.1545 | 17.2378 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323705 | -21306 | -605160 | -577640 | -375072 | -605160 |
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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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