Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226071.209 | -14067.656 | 240138.865 | 48688.1579 | -56194.3152 | 104882.4731 |
Total P&L (%) | 226.0712 | -14.0677 | 240.1389 | 48.6882 | -56.1943 | 104.8825 |
Avg Daily Profit (%) | 0.1473 | -0.0092 | 0.1565 | 0.0259 | -0.0538 | 0.0468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117087 | -94868 | -68461 | -185404 | -130715 | -116318 |
Profit Factor | 1.4009 | 0.9602 | 2.1392 | 1.0718 | 0.8555 | 1.3628 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 78.0645 | 73.0769 | 83.1169 | 78.0645 | 73.0769 | 83.1169 |
Ratio Avg Win / Avg Loss | 0.3936 | 0.3537 | 0.4345 | 0.3012 | 0.3152 | 0.2768 |
Largest Winning Trade | 31357 | 27287 | 31357 | 31875 | 31875 | 30391 |
Largest Losing Trade | -67679 | -55092 | -67679 | -114099 | -56621 | -114099 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 10 | 8 | 12 | 10 | 8 | 12 |
Avg Bars in Losers | 45 | 43 | 49 | 45 | 43 | 49 |
Bars Traded | 2840 | 1369 | 1471 | 2840 | 1369 | 1471 |
Profit Streak | 67.5157 | 102.0157 | 67.5157 | 67.5157 | 102.0157 | 67.5157 |
Trades During Streak | 13 | 11 | 6 | 13 | 11 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337353 | -610042 | -27129 | -296264 | -610042 | -167336 |
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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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