Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156924.2155 | 25397.6209 | 131526.5946 | 3700.0369 | -43409.645 | 47109.682 |
Total P&L (%) | 156.9242 | 25.3976 | 131.5266 | 3.7 | -43.4096 | 47.1097 |
Avg Daily Profit (%) | 0.1526 | 0.0247 | 0.1279 | 0.0035 | -0.0554 | 0.0376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122839 | -162424 | -62049 | -120775 | -138891 | -79851 |
Profit Factor | 1.215 | 1.0582 | 1.4479 | 1.0066 | 0.8684 | 1.2031 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 58.2353 | 55.2941 | 61.1765 | 58.2353 | 55.2941 | 61.1765 |
Ratio Avg Win / Avg Loss | 0.8714 | 0.8556 | 0.9188 | 0.7219 | 0.7021 | 0.7635 |
Largest Winning Trade | 119674 | 119674 | 35475 | 72695 | 72695 | 32861 |
Largest Losing Trade | -30776 | -30776 | -25871 | -37965 | -37965 | -33368 |
Avg Bars in Trades | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Winners | 64 | 56 | 71 | 64 | 56 | 71 |
Avg Bars in Losers | 80 | 87 | 72 | 80 | 87 | 72 |
Bars Traded | 12097 | 5984 | 6113 | 12097 | 5984 | 6113 |
Profit Streak | 7.0125 | 7.0125 | 24.8458 | 7.0125 | 7.0125 | 24.8458 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311106 | -320467 | -20042 | -565294 | -579734 | -143635 |
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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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