Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123029.1454 | 166909.3686 | -43880.2232 | -95834.0354 | 27869.3715 | -123703.4069 |
Total P&L (%) | 123.0291 | 166.9094 | -43.8802 | -95.834 | 27.8694 | -123.7034 |
Avg Daily Profit (%) | 0.1181 | 0.1602 | -0.0421 | -0.3046 | 0.0236 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105059 | -50777 | -126506 | -95103 | -38726 | -126114 |
Profit Factor | 1.1295 | 1.4204 | 0.9207 | 0.8024 | 1.1491 | 0.5849 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 167 | 82 | 85 | 167 | 82 | 85 |
Losing Trades | 160 | 81 | 79 | 160 | 81 | 79 |
Profitability (%) | 51.0703 | 50.3067 | 51.8293 | 51.0703 | 50.3067 | 51.8293 |
Ratio Avg Win / Avg Loss | 1.0821 | 1.4031 | 0.8557 | 0.7687 | 1.1351 | 0.5436 |
Largest Winning Trade | 100525 | 100525 | 26105 | 36603 | 36603 | 11960 |
Largest Losing Trade | -98010 | -18960 | -98010 | -94825 | -15412 | -94825 |
Avg Bars in Trades | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Winners | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Losers | 78 | 83 | 73 | 78 | 83 | 73 |
Bars Traded | 24773 | 12487 | 12286 | 24773 | 12487 | 12286 |
Profit Streak | 9.3391 | 10.3808 | 9.3391 | 9.3391 | 10.3808 | 9.3391 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110000 | 343384 | -579126 | -577340 | -219714 | -579126 |
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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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