Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234053.1198 | 214463.2697 | 19589.8501 | 97978.2168 | 157671.3571 | -59693.1403 |
Total P&L (%) | 234.0531 | 214.4633 | 19.5899 | 97.9782 | 157.6714 | -59.6931 |
Avg Daily Profit (%) | 0.1896 | 0.1738 | 0.0159 | 0.0554 | 0.0767 | -0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104679 | -52523 | -104346 | -122500 | -74343 | -141046 |
Profit Factor | 1.3351 | 1.76 | 1.0471 | 1.1434 | 1.6234 | 0.8612 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 56.5217 | 55 | 58.0247 | 56.5217 | 55 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.027 | 1.44 | 0.7574 | 0.8796 | 1.3282 | 0.623 |
Largest Winning Trade | 50285 | 50285 | 33588 | 44594 | 44594 | 31226 |
Largest Losing Trade | -50954 | -29048 | -50954 | -52262 | -30968 | -52262 |
Avg Bars in Trades | 87 | 104 | 70 | 87 | 104 | 70 |
Avg Bars in Winners | 86 | 91 | 81 | 86 | 91 | 81 |
Avg Bars in Losers | 89 | 120 | 56 | 89 | 120 | 56 |
Bars Traded | 14077 | 8353 | 5724 | 14077 | 8353 | 5724 |
Profit Streak | 45.1897 | 45.1897 | 45.4397 | 45.1897 | 45.1897 | 45.4397 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398291 | -8199 | -358464 | -180185 | -106376 | -589998 |
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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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