Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166423.3851 | 122771.1551 | 43652.23 | 38311.3549 | -447.0667 | 38758.4217 |
Total P&L (%) | 166.4234 | 122.7712 | 43.6522 | 38.3114 | -0.4471 | 38.7584 |
Avg Daily Profit (%) | 0.1598 | 0.1179 | 0.0419 | 0.0311 | -0.0004 | 0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158238 | -75398 | -94320 | -179146 | -154975 | -134153 |
Profit Factor | 1.2071 | 1.3252 | 1.1025 | 1.0371 | 0.9991 | 1.0728 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 58.2707 | 54.8872 | 61.6541 | 58.2707 | 54.8872 | 61.6541 |
Ratio Avg Win / Avg Loss | 0.8645 | 1.0892 | 0.6857 | 0.7427 | 0.8212 | 0.6672 |
Largest Winning Trade | 25570 | 25435 | 25570 | 31057 | 29605 | 31057 |
Largest Losing Trade | -42473 | -23570 | -42473 | -76717 | -50190 | -76717 |
Avg Bars in Trades | 92 | 80 | 104 | 92 | 80 | 104 |
Avg Bars in Winners | 77 | 61 | 91 | 77 | 61 | 91 |
Avg Bars in Losers | 113 | 102 | 126 | 113 | 102 | 126 |
Bars Traded | 24610 | 10664 | 13946 | 24610 | 10664 | 13946 |
Profit Streak | 10.2297 | 33.3547 | 10.2297 | 10.2297 | 33.3547 | 10.2297 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312890 | -33541 | -246342 | -331491 | -578897 | -293394 |
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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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