Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173627.2276 | 163682.8086 | 9944.419 | -7345.7136 | 53565.8364 | -60911.55 |
Total P&L (%) | 173.6272 | 163.6828 | 9.9444 | -7.3457 | 53.5658 | -60.9116 |
Avg Daily Profit (%) | 0.1667 | 0.1571 | 0.0095 | -0.0073 | 0.0412 | -0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111791 | -75116 | -98898 | -164374 | -136984 | -122719 |
Profit Factor | 1.1914 | 1.3706 | 1.0214 | 0.9915 | 1.1246 | 0.8604 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 161 | 75 | 86 | 161 | 75 | 86 |
Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Profitability (%) | 57.2954 | 53.5714 | 60.9929 | 57.2954 | 53.5714 | 60.9929 |
Ratio Avg Win / Avg Loss | 0.888 | 1.1879 | 0.6532 | 0.739 | 0.9747 | 0.5503 |
Largest Winning Trade | 30792 | 30792 | 18759 | 40321 | 40321 | 26084 |
Largest Losing Trade | -66044 | -44889 | -66044 | -105568 | -87704 | -105568 |
Avg Bars in Trades | 87 | 119 | 55 | 87 | 119 | 55 |
Avg Bars in Winners | 65 | 89 | 44 | 65 | 89 | 44 |
Avg Bars in Losers | 117 | 154 | 73 | 117 | 154 | 73 |
Bars Traded | 24574 | 16737 | 7837 | 24574 | 16737 | 7837 |
Profit Streak | 19.7219 | 19.7219 | 46.4302 | 19.7219 | 19.7219 | 46.4302 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -346 | 328135 | -541816 | -576797 | -222753 | -578043 |
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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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