Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164233.2325 | 6464.1166 | 157769.1159 | -60773.5592 | -21737.6394 | -39035.9198 |
Total P&L (%) | 164.2332 | 6.4641 | 157.7691 | -60.7736 | -21.7376 | -39.0359 |
Avg Daily Profit (%) | 0.1587 | 0.0062 | 0.1524 | -0.0904 | -0.0237 | -0.0478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90886 | -102345 | -94212 | -75440 | -18349 | -78188 |
Profit Factor | 1.2478 | 1.0161 | 1.606 | 0.693 | 0.7619 | 0.634 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 62 | 54.6667 | 69.3333 | 62 | 54.6667 | 69.3333 |
Ratio Avg Win / Avg Loss | 0.7648 | 0.8426 | 0.7103 | 0.4247 | 0.6318 | 0.2804 |
Largest Winning Trade | 35949 | 35949 | 32616 | 9075 | 9075 | 5774 |
Largest Losing Trade | -90886 | -32235 | -90886 | -75440 | -32235 | -75440 |
Avg Bars in Trades | 162 | 165 | 159 | 162 | 165 | 159 |
Avg Bars in Winners | 114 | 109 | 119 | 114 | 109 | 119 |
Avg Bars in Losers | 240 | 234 | 249 | 240 | 234 | 249 |
Bars Traded | 24403 | 12443 | 11959 | 24403 | 12443 | 11959 |
Profit Streak | 47.3007 | 55.0924 | 47.3007 | 47.3007 | 55.0924 | 47.3007 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339492 | -609279 | -45123 | -576713 | -635281 | -633378 |
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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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