Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179935.72 | -11634.6408 | 191570.3608 | 128406.334 | 21851.6473 | 106554.6867 |
Total P&L (%) | 179.9357 | -11.6346 | 191.5704 | 128.4063 | 21.8516 | 106.5547 |
Avg Daily Profit (%) | 0.1729 | -0.0112 | 0.1841 | 0.0794 | 0.019 | 0.0697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115835 | -112807 | -62321 | -101679 | -78882 | -53206 |
Profit Factor | 1.4979 | 0.95 | 2.4887 | 1.4923 | 1.1496 | 1.9281 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 83.871 | 77.9221 | 89.7436 | 83.871 | 77.9221 | 89.7436 |
Ratio Avg Win / Avg Loss | 0.2881 | 0.2692 | 0.2844 | 0.287 | 0.3257 | 0.2204 |
Largest Winning Trade | 18222 | 14178 | 18222 | 20749 | 14004 | 20749 |
Largest Losing Trade | -54911 | -54911 | -42538 | -53206 | -48492 | -53206 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Losers | 168 | 153 | 201 | 168 | 153 | 201 |
Bars Traded | 5964 | 3230 | 2734 | 5964 | 3230 | 2734 |
Profit Streak | 95.7361 | 95.7361 | 129.9027 | 95.7361 | 95.7361 | 129.9027 |
Trades During Streak | 45 | 22 | 23 | 45 | 22 | 23 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517831 | -617038 | -18107 | -79963 | -266979 | -126494 |
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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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