Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167576.7734 | -1395.3315 | 168972.1049 | 51203.5834 | 3539.7581 | 47663.8253 |
Total P&L (%) | 167.5768 | -1.3953 | 168.9721 | 51.2036 | 3.5398 | 47.6638 |
Avg Daily Profit (%) | 0.1611 | -0.0013 | 0.1624 | 0.0397 | 0.0033 | 0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101421 | -114839 | -50637 | -56030 | -66427 | -29771 |
Profit Factor | 1.3572 | 0.995 | 1.8894 | 1.1872 | 1.0252 | 1.3583 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 161 | 77 | 84 | 161 | 77 | 84 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 80.9045 | 77.7778 | 84 | 80.9045 | 77.7778 | 84 |
Ratio Avg Win / Avg Loss | 0.3203 | 0.2843 | 0.3599 | 0.2802 | 0.2929 | 0.2587 |
Largest Winning Trade | 20707 | 20707 | 15856 | 20471 | 11007 | 20471 |
Largest Losing Trade | -60038 | -60038 | -51343 | -51343 | -37964 | -51343 |
Avg Bars in Trades | 30 | 33 | 26 | 30 | 33 | 26 |
Avg Bars in Winners | 11 | 9 | 12 | 11 | 9 | 12 |
Avg Bars in Losers | 109 | 119 | 95 | 109 | 119 | 95 |
Bars Traded | 5974 | 3359 | 2615 | 5974 | 3359 | 2615 |
Profit Streak | 67.4027 | 68.0693 | 67.4027 | 67.4027 | 68.0693 | 67.4027 |
Trades During Streak | 30 | 15 | 15 | 30 | 15 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468064 | -575454 | 518079 | -150382 | -543276 | -139335 |
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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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