Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161030.5309 | 143490.7153 | 17539.8155 | -25691.7892 | 47608.5773 | -73300.3665 |
Total P&L (%) | 161.0305 | 143.4907 | 17.5398 | -25.6918 | 47.6086 | -73.3004 |
Avg Daily Profit (%) | 0.1546 | 0.1378 | 0.0168 | -0.0285 | 0.0374 | -0.1267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91591 | -83093 | -75570 | -117063 | -83456 | -109385 |
Profit Factor | 1.2312 | 1.4373 | 1.0476 | 0.9623 | 1.1544 | 0.8034 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 68.8442 | 67.6768 | 70 | 68.8442 | 67.6768 | 70 |
Ratio Avg Win / Avg Loss | 0.5572 | 0.6865 | 0.449 | 0.4355 | 0.5514 | 0.3443 |
Largest Winning Trade | 24900 | 24900 | 16155 | 19574 | 19574 | 13571 |
Largest Losing Trade | -75474 | -44477 | -75474 | -92666 | -53875 | -92666 |
Avg Bars in Trades | 123 | 130 | 117 | 123 | 130 | 117 |
Avg Bars in Winners | 76 | 75 | 77 | 76 | 75 | 77 |
Avg Bars in Losers | 228 | 245 | 211 | 228 | 245 | 211 |
Bars Traded | 24642 | 12901 | 11741 | 24642 | 12901 | 11741 |
Profit Streak | 16.7972 | 22.5472 | 16.7972 | 16.7972 | 22.5472 | 16.7972 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368902 | -6129 | -345062 | -575760 | -193095 | -577127 |
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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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