Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161981.4161 | 101031.4411 | 60949.975 | 96895.7129 | 40290.3447 | 56605.3682 |
Total P&L (%) | 161.9814 | 101.0314 | 60.95 | 96.8957 | 40.2903 | 56.6054 |
Avg Daily Profit (%) | 0.1555 | 0.097 | 0.0585 | 0.0651 | 0.0325 | 0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120695 | -116866 | -20695 | -422702 | -419596 | -77286 |
Profit Factor | 1.2706 | 1.2224 | 1.4226 | 1.0554 | 1.0303 | 1.1347 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 295 | 157 | 138 | 295 | 157 | 138 |
Losing Trades | 86 | 33 | 53 | 86 | 33 | 53 |
Profitability (%) | 77.4278 | 82.6316 | 72.2513 | 77.4278 | 82.6316 | 72.2513 |
Ratio Avg Win / Avg Loss | 0.3704 | 0.2569 | 0.5464 | 0.3077 | 0.2166 | 0.4358 |
Largest Winning Trade | 25124 | 25124 | 6158 | 99748 | 99748 | 19123 |
Largest Losing Trade | -40617 | -40617 | -16578 | -165719 | -165719 | -74568 |
Avg Bars in Trades | 62 | 116 | 8 | 62 | 116 | 8 |
Avg Bars in Winners | 19 | 32 | 4 | 19 | 32 | 4 |
Avg Bars in Losers | 209 | 514 | 19 | 209 | 514 | 19 |
Bars Traded | 23832 | 22137 | 1695 | 23832 | 22137 | 1695 |
Profit Streak | 15.4671 | 25.3421 | 15.4671 | 15.4671 | 25.3421 | 15.4671 |
Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452475 | -59004 | -111549 | -260216 | -333961 | -205606 |
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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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