Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216966.5671 | 162353.327 | 54613.2402 | -51217.9205 | 62177.3943 | -113395.3148 |
Total P&L (%) | 216.9666 | 162.3533 | 54.6132 | -51.2179 | 62.1774 | -113.3953 |
Avg Daily Profit (%) | 0.1599 | 0.1196 | 0.0402 | -0.0529 | 0.0356 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135460 | -68477 | -188394 | -221825 | -130736 | -273536 |
Profit Factor | 1.2546 | 1.408 | 1.1202 | 0.9405 | 1.173 | 0.774 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 59.4118 | 51.7647 | 67.0588 | 59.4118 | 51.7647 | 67.0588 |
Ratio Avg Win / Avg Loss | 0.8571 | 1.312 | 0.5503 | 0.6425 | 1.093 | 0.3802 |
Largest Winning Trade | 61111 | 61111 | 32656 | 68353 | 68353 | 36829 |
Largest Losing Trade | -63899 | -47840 | -63899 | -113484 | -86336 | -113484 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 21 | 17 | 23 | 21 | 17 | 23 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 3955 | 1834 | 2121 | 3955 | 1834 | 2121 |
Profit Streak | 32.2197 | 32.2197 | 33.8864 | 32.2197 | 32.2197 | 33.8864 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337494 | -30907 | -226224 | -576821 | -174452 | -576891 |
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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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