Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264904.6786 | 102614.1964 | 162290.4822 | -41005.568 | -42609.4714 | 1603.9034 |
Total P&L (%) | 264.9047 | 102.6142 | 162.2905 | -41.0056 | -42.6095 | 1.6039 |
Avg Daily Profit (%) | 0.1592 | 0.0617 | 0.0975 | -0.0317 | -0.0334 | 0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152810 | -141441 | -119771 | -381044 | -271406 | -156550 |
Profit Factor | 1.3116 | 1.1938 | 1.5061 | 0.9645 | 0.9383 | 1.0034 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 58.3851 | 53.75 | 62.963 | 58.3851 | 53.75 | 62.963 |
Ratio Avg Win / Avg Loss | 0.9349 | 1.0272 | 0.886 | 0.6875 | 0.8074 | 0.5903 |
Largest Winning Trade | 132644 | 132644 | 36402 | 104600 | 104600 | 46584 |
Largest Losing Trade | -58058 | -58058 | -55991 | -126842 | -126146 | -126842 |
Avg Bars in Trades | 60 | 70 | 50 | 60 | 70 | 50 |
Avg Bars in Winners | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Losers | 81 | 97 | 61 | 81 | 97 | 61 |
Bars Traded | 9701 | 5614 | 4087 | 9701 | 5614 | 4087 |
Profit Streak | 25.7833 | 30.1166 | 25.7833 | 25.7833 | 30.1166 | 25.7833 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313614 | -136337 | -72533 | -577827 | -599209 | -585170 |
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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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