Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91770.7988 | 46012.2917 | 45758.5072 | 42096.3856 | 115605.2524 | -73508.8667 |
Total P&L (%) | 91.7708 | 46.0123 | 45.7585 | 42.0964 | 115.6053 | -73.5089 |
Avg Daily Profit (%) | 0.3524 | 0.1767 | 0.1757 | 0.135 | 0.2955 | -0.5088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123002 | -11969 | -116583 | -421343 | -15844 | -415816 |
Profit Factor | 1.3683 | 1.969 | 1.2269 | 1.0666 | 2.5642 | 0.8682 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 59.2814 | 61.4458 | 57.1429 | 59.2814 | 61.4458 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9399 | 1.2354 | 0.9202 | 0.7326 | 1.6089 | 0.6512 |
Largest Winning Trade | 19902 | 10289 | 19902 | 81076 | 27090 | 81076 |
Largest Losing Trade | -62724 | -5262 | -62724 | -313311 | -12030 | -313311 |
Avg Bars in Trades | 148 | 23 | 272 | 148 | 23 | 272 |
Avg Bars in Winners | 91 | 20 | 167 | 91 | 20 | 167 |
Avg Bars in Losers | 230 | 26 | 412 | 230 | 26 | 412 |
Bars Traded | 24803 | 1916 | 22887 | 24803 | 1916 | 22887 |
Profit Streak | 6.5703 | 15.1745 | 6.5703 | 6.5703 | 15.1745 | 6.5703 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365330 | 365874 | 160228 | -161344 | 544531 | -580000 |
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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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