Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345596.0079 | 286699.0476 | 58896.9603 | -78018.5714 | 51892.7523 | -129911.3238 |
Total P&L (%) | 345.596 | 286.699 | 58.897 | -78.0186 | 51.8928 | -129.9113 |
Avg Daily Profit (%) | 0.1594 | 0.1323 | 0.0272 | -0.0699 | 0.0193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154207 | -103034 | -158730 | -649994 | -372015 | -483936 |
Profit Factor | 1.3422 | 1.6917 | 1.0989 | 0.959 | 1.0734 | 0.8913 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 57.1429 | 56.25 | 58.0247 | 57.1429 | 56.25 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.0066 | 1.3157 | 0.795 | 0.7192 | 0.8349 | 0.6448 |
Largest Winning Trade | 90083 | 90083 | 58020 | 157030 | 88436 | 157030 |
Largest Losing Trade | -85682 | -35002 | -85682 | -439322 | -140624 | -439322 |
Avg Bars in Trades | 78 | 64 | 92 | 78 | 64 | 92 |
Avg Bars in Winners | 74 | 54 | 94 | 74 | 54 | 94 |
Avg Bars in Losers | 84 | 77 | 90 | 84 | 77 | 90 |
Bars Traded | 12696 | 5177 | 7519 | 12696 | 5177 | 7519 |
Profit Streak | 33.9224 | 0 | 83.089 | 33.9224 | 0 | 83.089 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357375 | -32997 | -279979 | -578467 | -328383 | -590052 |
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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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