Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164205.9319 | 178774.6327 | -14568.7008 | -48135.0501 | 108790.8837 | -156925.9338 |
Total P&L (%) | 164.2059 | 178.7746 | -14.5687 | -48.1351 | 108.7909 | -156.9259 |
Avg Daily Profit (%) | 0.1576 | 0.1716 | -0.014 | -0.063 | 0.0707 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151142 | -127113 | -87708 | -222952 | -84479 | -200032 |
Profit Factor | 1.2847 | 1.4983 | 0.9332 | 0.9173 | 1.4152 | 0.5091 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 70.6767 | 68.1818 | 73.1343 | 70.6767 | 68.1818 | 73.1343 |
Ratio Avg Win / Avg Loss | 0.533 | 0.6992 | 0.3428 | 0.3806 | 0.6604 | 0.187 |
Largest Winning Trade | 52009 | 52009 | 15698 | 34302 | 34302 | 20337 |
Largest Losing Trade | -83111 | -60181 | -83111 | -197505 | -35839 | -197505 |
Avg Bars in Trades | 173 | 297 | 51 | 173 | 297 | 51 |
Avg Bars in Winners | 84 | 139 | 33 | 84 | 139 | 33 |
Avg Bars in Losers | 389 | 636 | 101 | 389 | 636 | 101 |
Bars Traded | 23102 | 19646 | 3456 | 23102 | 19646 | 3456 |
Profit Streak | 52.6188 | 52.6188 | 140.0771 | 52.6188 | 52.6188 | 140.0771 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365552 | -113829 | -692859 | -576206 | -220260 | -692859 |
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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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