Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260969.4648 | 183477.513 | 77491.9517 | 105621.1515 | 134598.6906 | -28977.5392 |
Total P&L (%) | 260.9695 | 183.4775 | 77.492 | 105.6212 | 134.5987 | -28.9775 |
Avg Daily Profit (%) | 0.1911 | 0.1344 | 0.0568 | 0.0528 | 0.0625 | -0.0251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129674 | -51374 | -165321 | -374092 | -140495 | -323850 |
Profit Factor | 1.3318 | 1.5969 | 1.1617 | 1.0859 | 1.2938 | 0.9624 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 55.0296 | 57.6471 | 52.381 | 55.0296 | 57.6471 | 52.381 |
Ratio Avg Win / Avg Loss | 1.0883 | 1.1732 | 1.0561 | 0.8874 | 0.9506 | 0.8749 |
Largest Winning Trade | 47877 | 47877 | 35154 | 93961 | 58821 | 93961 |
Largest Losing Trade | -47606 | -23747 | -47606 | -101849 | -66885 | -101849 |
Avg Bars in Trades | 91 | 64 | 119 | 91 | 64 | 119 |
Avg Bars in Winners | 77 | 54 | 103 | 77 | 54 | 103 |
Avg Bars in Losers | 109 | 79 | 136 | 109 | 79 | 136 |
Bars Traded | 15530 | 5521 | 10009 | 15530 | 5521 | 10009 |
Profit Streak | 12.6864 | 67.9364 | 0 | 12.6864 | 67.9364 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359042 | -10117 | -159815 | -247954 | -109504 | -580798 |
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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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