Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221633.3175 | 13297.0415 | 208336.276 | 173311.3663 | -35848.8415 | 209160.2078 |
Total P&L (%) | 221.6333 | 13.297 | 208.3363 | 173.3114 | -35.8488 | 209.1602 |
Avg Daily Profit (%) | 0.1709 | 0.0103 | 0.1607 | 0.0776 | -0.0342 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72066 | -71977 | -72066 | -165244 | -156746 | -165244 |
Profit Factor | 1.5885 | 1.0744 | 2.0528 | 1.23 | 0.8885 | 1.4839 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 126 | 57 | 69 | 126 | 57 | 69 |
Losing Trades | 29 | 21 | 8 | 29 | 21 | 8 |
Profitability (%) | 81.2903 | 73.0769 | 89.6104 | 81.2903 | 73.0769 | 89.6104 |
Ratio Avg Win / Avg Loss | 0.3656 | 0.3958 | 0.238 | 0.2831 | 0.3273 | 0.1721 |
Largest Winning Trade | 18786 | 18206 | 18786 | 27010 | 18206 | 27010 |
Largest Losing Trade | -72066 | -27841 | -72066 | -165244 | -43047 | -165244 |
Avg Bars in Trades | 31 | 9 | 54 | 31 | 9 | 54 |
Avg Bars in Winners | 17 | 3 | 28 | 17 | 3 | 28 |
Avg Bars in Losers | 95 | 27 | 273 | 95 | 27 | 273 |
Bars Traded | 4951 | 775 | 4176 | 4951 | 775 | 4176 |
Profit Streak | 6.3495 | 6.3495 | 103.5995 | 6.3495 | 6.3495 | 103.5995 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497638 | -412894 | -26976 | -85105 | -610996 | -112524 |
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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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