Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193559.241 | 15522.6541 | 178036.5869 | 68496.7417 | -76869.9702 | 145366.7119 |
Total P&L (%) | 193.5592 | 15.5227 | 178.0366 | 68.4967 | -76.87 | 145.3667 |
Avg Daily Profit (%) | 0.1493 | 0.012 | 0.1373 | 0.0403 | -0.1129 | 0.0693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121917 | -116522 | -86106 | -156536 | -171120 | -100094 |
Profit Factor | 1.3307 | 1.0496 | 1.6542 | 1.1007 | 0.7962 | 1.4802 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 53.0864 | 53.0864 | 53.0864 | 53.0864 | 53.0864 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.1759 | 0.9275 | 1.4619 | 0.9727 | 0.7037 | 1.3081 |
Largest Winning Trade | 43429 | 43429 | 40197 | 55231 | 35726 | 55231 |
Largest Losing Trade | -42707 | -42707 | -38399 | -59310 | -59310 | -55031 |
Avg Bars in Trades | 93 | 65 | 122 | 93 | 65 | 122 |
Avg Bars in Winners | 75 | 51 | 99 | 75 | 51 | 99 |
Avg Bars in Losers | 114 | 80 | 147 | 114 | 80 | 147 |
Bars Traded | 15172 | 5279 | 9893 | 15172 | 5279 | 9893 |
Profit Streak | 21.6191 | 87.7858 | 21.6191 | 21.6191 | 87.7858 | 21.6191 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318483 | -364463 | -18673 | -248319 | -590842 | -110276 |
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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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