Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170658.7097 | -7657.0004 | 178315.7101 | 23758.502 | -15275.897 | 39034.399 |
Total P&L (%) | 170.6587 | -7.657 | 178.3157 | 23.7585 | -15.2759 | 39.0344 |
Avg Daily Profit (%) | 0.1639 | -0.0074 | 0.1712 | 0.0205 | -0.0159 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129250 | -134593 | -73891 | -164135 | -125593 | -96469 |
Profit Factor | 1.1948 | 0.983 | 1.4195 | 1.0294 | 0.9616 | 1.0952 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 54.6154 | 54.6154 | 54.6154 | 54.6154 | 54.6154 | 54.6154 |
Ratio Avg Win / Avg Loss | 0.9929 | 0.8169 | 1.1796 | 0.8554 | 0.7991 | 0.9101 |
Largest Winning Trade | 48901 | 48901 | 34782 | 63036 | 63036 | 30074 |
Largest Losing Trade | -49564 | -28621 | -49564 | -53148 | -36174 | -53148 |
Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Winners | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 4125 | 2213 | 1912 | 4125 | 2213 | 1912 |
Profit Streak | 16.7951 | 28.2951 | 16.7951 | 16.7951 | 28.2951 | 16.7951 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 113482 | -578646 | 357265 | -355968 | -578646 | -268690 |
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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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