Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191780.044 | 1096.8869 | 190683.1571 | -20768.3649 | -21460.291 | 691.9261 |
Total P&L (%) | 191.78 | 1.0969 | 190.6832 | -20.7684 | -21.4603 | 0.6919 |
Avg Daily Profit (%) | 0.1837 | 0.0011 | 0.1827 | -0.0223 | -0.0231 | 0.0007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96946 | -114604 | -86691 | -108314 | -46523 | -94080 |
Profit Factor | 1.317 | 1.0029 | 1.8194 | 0.9288 | 0.8555 | 1.0048 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 90 | 37 | 53 | 90 | 37 | 53 |
Losing Trades | 57 | 36 | 21 | 57 | 36 | 21 |
Profitability (%) | 61.2245 | 50.6849 | 71.6216 | 61.2245 | 50.6849 | 71.6216 |
Ratio Avg Win / Avg Loss | 0.8341 | 0.9758 | 0.7209 | 0.5883 | 0.8324 | 0.3981 |
Largest Winning Trade | 21231 | 21231 | 20384 | 20384 | 17793 | 20384 |
Largest Losing Trade | -86691 | -43439 | -86691 | -94080 | -34143 | -94080 |
Avg Bars in Trades | 84 | 94 | 73 | 84 | 94 | 73 |
Avg Bars in Winners | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Losers | 132 | 137 | 124 | 132 | 137 | 124 |
Bars Traded | 12395 | 6927 | 5468 | 12395 | 6927 | 5468 |
Profit Streak | 23.9645 | 30.3811 | 23.9645 | 23.9645 | 30.3811 | 23.9645 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336692 | -647003 | -52199 | -577428 | -651645 | -634932 |
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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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