Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166890.3107 | 10148.2056 | 156742.1051 | 19147.2591 | -55588.2799 | 74735.539 |
Total P&L (%) | 166.8903 | 10.1482 | 156.7421 | 19.1473 | -55.5883 | 74.7355 |
Avg Daily Profit (%) | 0.1623 | 0.0099 | 0.1525 | 0.017 | -0.0789 | 0.0543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89784 | -131995 | -52981 | -175448 | -173852 | -106931 |
Profit Factor | 1.2427 | 1.0254 | 1.5436 | 1.0211 | 0.89 | 1.1855 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 62.5 | 60.5263 | 64.4737 | 62.5 | 60.5263 | 64.4737 |
Ratio Avg Win / Avg Loss | 0.7456 | 0.6688 | 0.8506 | 0.6126 | 0.5805 | 0.6533 |
Largest Winning Trade | 40488 | 40488 | 37105 | 62013 | 62013 | 27660 |
Largest Losing Trade | -52981 | -35785 | -52981 | -106931 | -58305 | -106931 |
Avg Bars in Trades | 160 | 156 | 164 | 160 | 156 | 164 |
Avg Bars in Winners | 124 | 119 | 128 | 124 | 119 | 128 |
Avg Bars in Losers | 220 | 212 | 230 | 220 | 212 | 230 |
Bars Traded | 24388 | 11859 | 12529 | 24388 | 11859 | 12529 |
Profit Streak | 41.9553 | 50.497 | 41.9553 | 41.9553 | 50.497 | 41.9553 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338717 | -581375 | -38681 | -372502 | -627111 | -184312 |
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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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