Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169803.4649 | 166779.3315 | 3024.1334 | 34080.9384 | 34745.1939 | -664.2554 |
Total P&L (%) | 169.8035 | 166.7793 | 3.0241 | 34.0809 | 34.7452 | -0.6643 |
Avg Daily Profit (%) | 0.163 | 0.1601 | 0.0029 | 0.0282 | 0.0286 | -0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92948 | -84493 | -29030 | -103634 | -103937 | -22909 |
Profit Factor | 1.5026 | 1.582 | 1.059 | 1.1036 | 1.12 | 0.9832 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 60.241 | 65.8537 | 54.7619 | 60.241 | 65.8537 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.9917 | 0.8203 | 0.8748 | 0.7284 | 0.5807 | 0.8122 |
Largest Winning Trade | 39303 | 39303 | 12985 | 36089 | 36089 | 8839 |
Largest Losing Trade | -72627 | -72627 | -10451 | -103634 | -103634 | -11005 |
Avg Bars in Trades | 290 | 582 | 6 | 290 | 582 | 6 |
Avg Bars in Winners | 169 | 308 | 5 | 169 | 308 | 5 |
Avg Bars in Losers | 475 | 1110 | 7 | 475 | 1110 | 7 |
Bars Traded | 24150 | 23877 | 273 | 24150 | 23877 | 273 |
Profit Streak | 29.5831 | 29.5831 | 89.8748 | 29.5831 | 29.5831 | 89.8748 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324053 | 397725 | -509551 | -264237 | -243900 | -578307 |
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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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