Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161399.6681 | 79657.317 | 81742.3511 | -5812.7551 | 30881.4651 | -36694.2201 |
Total P&L (%) | 161.3997 | 79.6573 | 81.7424 | -5.8128 | 30.8815 | -36.6942 |
Avg Daily Profit (%) | 0.1549 | 0.0765 | 0.0785 | -0.0057 | 0.0258 | -0.0439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99538 | -87434 | -100269 | -115735 | -30375 | -115280 |
Profit Factor | 1.2306 | 1.261 | 1.2071 | 0.9843 | 1.2249 | 0.843 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 53.9326 | 51.1278 | 56.7164 | 53.9326 | 51.1278 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.0511 | 1.2054 | 0.9212 | 0.8408 | 1.1708 | 0.6434 |
Largest Winning Trade | 30335 | 27756 | 30335 | 27163 | 27163 | 16043 |
Largest Losing Trade | -78695 | -23977 | -78695 | -98391 | -20919 | -98391 |
Avg Bars in Trades | 92 | 91 | 92 | 92 | 91 | 92 |
Avg Bars in Winners | 72 | 80 | 65 | 72 | 80 | 65 |
Avg Bars in Losers | 114 | 102 | 128 | 114 | 102 | 128 |
Bars Traded | 24628 | 12168 | 12460 | 24628 | 12168 | 12460 |
Profit Streak | 13.9022 | 13.9022 | 13.9439 | 13.9022 | 13.9022 | 13.9439 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370765 | -90456 | -88579 | -577374 | -161219 | -579029 |
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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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