Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162912.4337 | 22284.3365 | 140628.0972 | 113384.1288 | -7103.1319 | 120487.2607 |
Total P&L (%) | 162.9124 | 22.2843 | 140.6281 | 113.3841 | -7.1031 | 120.4873 |
Avg Daily Profit (%) | 0.1564 | 0.0214 | 0.135 | 0.0728 | -0.0071 | 0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88650 | -119244 | -68518 | -111968 | -126804 | -38509 |
Profit Factor | 1.3061 | 1.0736 | 1.6125 | 1.2515 | 0.9738 | 1.6713 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 120 | 55 | 65 | 120 | 55 | 65 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 65.9341 | 60.4396 | 71.4286 | 65.9341 | 60.4396 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6748 | 0.7027 | 0.645 | 0.6466 | 0.6374 | 0.6685 |
Largest Winning Trade | 26272 | 26272 | 20156 | 26499 | 26499 | 20273 |
Largest Losing Trade | -36714 | -24304 | -36714 | -35108 | -25068 | -35108 |
Avg Bars in Trades | 134 | 137 | 132 | 134 | 137 | 132 |
Avg Bars in Winners | 90 | 77 | 101 | 90 | 77 | 101 |
Avg Bars in Losers | 220 | 228 | 209 | 220 | 228 | 209 |
Bars Traded | 24551 | 12472 | 12080 | 24551 | 12472 | 12080 |
Profit Streak | 20.7417 | 20.7417 | 43.1584 | 20.7417 | 20.7417 | 43.1584 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366831 | -309262 | -8276 | -93145 | -579182 | -86926 |
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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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