Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163110.4495 | 1744.6977 | 161365.7519 | 64627.8831 | -6286.1483 | 70914.0315 |
Total P&L (%) | 163.1105 | 1.7447 | 161.3658 | 64.6279 | -6.2861 | 70.914 |
Avg Daily Profit (%) | 0.157 | 0.0017 | 0.1553 | 0.048 | -0.0063 | 0.0516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103198 | -107975 | -66763 | -167153 | -110790 | -117418 |
Profit Factor | 1.3024 | 1.006 | 1.6554 | 1.1066 | 0.9789 | 1.2296 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 52.5316 | 48.1013 | 56.962 | 52.5316 | 48.1013 | 56.962 |
Ratio Avg Win / Avg Loss | 1.1769 | 1.0854 | 1.2508 | 0.9999 | 1.0562 | 0.929 |
Largest Winning Trade | 27616 | 25515 | 27616 | 27168 | 27168 | 21878 |
Largest Losing Trade | -53759 | -53759 | -41491 | -61767 | -57466 | -61767 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 25 | 19 | 30 | 25 | 19 | 30 |
Avg Bars in Losers | 51 | 58 | 42 | 51 | 58 | 42 |
Bars Traded | 5947 | 3133 | 2814 | 5947 | 3133 | 2814 |
Profit Streak | 17.4515 | 30.9515 | 17.4515 | 17.4515 | 30.9515 | 17.4515 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363198 | -596453 | -15447 | -231394 | -605237 | -150718 |
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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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