Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296135.6644 | 48990.264 | 247145.4004 | 218204.6497 | -72396.7768 | 290601.4265 |
Total P&L (%) | 296.1357 | 48.9903 | 247.1454 | 218.2047 | -72.3968 | 290.6014 |
Avg Daily Profit (%) | 0.199 | 0.0329 | 0.1661 | 0.0778 | -0.0865 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117372 | -76838 | -91378 | -882839 | -581415 | -817829 |
Profit Factor | 1.3947 | 1.1266 | 1.6801 | 1.0552 | 0.9623 | 1.143 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 63.4731 | 58.3333 | 68.6747 | 63.4731 | 58.3333 | 68.6747 |
Ratio Avg Win / Avg Loss | 0.8026 | 0.8047 | 0.7663 | 0.6072 | 0.6874 | 0.5214 |
Largest Winning Trade | 38313 | 33650 | 38313 | 164191 | 136767 | 164191 |
Largest Losing Trade | -65259 | -27378 | -65259 | -539238 | -231832 | -539238 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 23 | 18 | 28 | 23 | 18 | 28 |
Avg Bars in Losers | 54 | 51 | 58 | 54 | 51 | 58 |
Bars Traded | 5833 | 2693 | 3140 | 5833 | 2693 | 3140 |
Profit Streak | 18.6887 | 29.6887 | 18.6887 | 18.6887 | 29.6887 | 18.6887 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385302 | -231496 | 383909 | -246424 | -579023 | -132653 |
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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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