Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102623.801 | 8721.3457 | 93902.4553 | 81619.3297 | -6775.9986 | 88395.3283 |
Total P&L (%) | 102.6238 | 8.7213 | 93.9025 | 81.6193 | -6.776 | 88.3953 |
Avg Daily Profit (%) | 0.197 | 0.0167 | 0.1803 | 0.1146 | -0.0135 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61551 | -68082 | -33202 | -104922 | -109164 | -66271 |
Profit Factor | 1.3383 | 1.0513 | 1.7036 | 1.1731 | 0.973 | 1.4011 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 59.3103 | 56.1644 | 62.5 | 59.3103 | 56.1644 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9181 | 0.8206 | 1.0222 | 0.8048 | 0.7594 | 0.8407 |
Largest Winning Trade | 17103 | 12679 | 17103 | 31991 | 22460 | 31991 |
Largest Losing Trade | -33202 | -33032 | -33202 | -66271 | -63002 | -66271 |
Avg Bars in Trades | 169 | 196 | 141 | 169 | 196 | 141 |
Avg Bars in Winners | 119 | 130 | 108 | 119 | 130 | 108 |
Avg Bars in Losers | 242 | 281 | 195 | 242 | 281 | 195 |
Bars Traded | 24532 | 14348 | 10184 | 24532 | 14348 | 10184 |
Profit Streak | 5.5044 | 5.5044 | 19.9419 | 5.5044 | 5.5044 | 19.9419 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304033 | -572727 | -67494 | -69576 | -651521 | -108592 |
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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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