Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171695.564 | 137582.2341 | 34113.3299 | 113198.3467 | 128015.9559 | -14817.6091 |
Total P&L (%) | 171.6956 | 137.5822 | 34.1133 | 113.1983 | 128.016 | -14.8176 |
Avg Daily Profit (%) | 0.1648 | 0.1321 | 0.0327 | 0.0727 | 0.0792 | -0.0154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116153 | -78271 | -69482 | -517409 | -243861 | -335091 |
Profit Factor | 1.3641 | 1.5993 | 1.141 | 1.0841 | 1.1914 | 0.9781 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 46 | 46.6667 | 45.3333 | 46 | 46.6667 | 45.3333 |
Ratio Avg Win / Avg Loss | 1.6013 | 1.8278 | 1.3759 | 1.2726 | 1.3616 | 1.1795 |
Largest Winning Trade | 99243 | 99243 | 29133 | 148081 | 125531 | 148081 |
Largest Losing Trade | -23415 | -15279 | -23415 | -87148 | -63402 | -87148 |
Avg Bars in Trades | 162 | 148 | 176 | 162 | 148 | 176 |
Avg Bars in Winners | 206 | 191 | 221 | 206 | 191 | 221 |
Avg Bars in Losers | 125 | 111 | 139 | 125 | 111 | 139 |
Bars Traded | 24397 | 11160 | 13237 | 24397 | 11160 | 13237 |
Profit Streak | 14.1539 | 14.1539 | 20.1956 | 14.1539 | 14.1539 | 20.1956 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331676 | -71336 | -275556 | -223634 | -154947 | -637329 |
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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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