Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311580.8939 | 222047.8631 | 89533.0308 | 26108.9825 | 4091.699 | 22017.2835 |
Total P&L (%) | 311.5809 | 222.0479 | 89.533 | 26.109 | 4.0917 | 22.0173 |
Avg Daily Profit (%) | 0.162 | 0.1155 | 0.0466 | 0.0121 | 0.0021 | 0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152591 | -142756 | -97510 | -122264 | -111260 | -80880 |
Profit Factor | 1.355 | 1.5328 | 1.1942 | 1.0591 | 1.0178 | 1.104 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 56.4417 | 55.5556 | 57.3171 | 56.4417 | 55.5556 | 57.3171 |
Ratio Avg Win / Avg Loss | 1.0457 | 1.2263 | 0.8893 | 0.8173 | 0.8142 | 0.8221 |
Largest Winning Trade | 57095 | 57095 | 40458 | 27680 | 27680 | 25850 |
Largest Losing Trade | -63144 | -63144 | -57024 | -46848 | -46848 | -46384 |
Avg Bars in Trades | 69 | 82 | 55 | 69 | 82 | 55 |
Avg Bars in Winners | 69 | 74 | 65 | 69 | 74 | 65 |
Avg Bars in Losers | 67 | 93 | 41 | 67 | 93 | 41 |
Bars Traded | 11263 | 6716 | 4547 | 11263 | 6716 | 4547 |
Profit Streak | 146.8423 | 147.1756 | 146.8423 | 146.8423 | 147.1756 | 146.8423 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395008 | -47190 | -141404 | -334120 | -568265 | -294449 |
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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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