Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166801.7665 | 111195.141 | 55606.6255 | 60191.4972 | -898.2849 | 61089.7821 |
Total P&L (%) | 166.8018 | 111.1951 | 55.6066 | 60.1915 | -0.8983 | 61.0898 |
Avg Daily Profit (%) | 0.3203 | 0.2135 | 0.1068 | 0.0905 | -0.0017 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124668 | -116836 | -28358 | -173971 | -162990 | -39735 |
Profit Factor | 1.4 | 1.3795 | 1.4483 | 1.1258 | 0.9974 | 1.4798 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 62.7586 | 59.7222 | 65.7534 | 62.7586 | 59.7222 | 65.7534 |
Ratio Avg Win / Avg Loss | 0.8308 | 0.9304 | 0.7543 | 0.6681 | 0.6727 | 0.7707 |
Largest Winning Trade | 104937 | 104937 | 23175 | 46712 | 46712 | 21142 |
Largest Losing Trade | -59767 | -59767 | -14363 | -68155 | -68155 | -15088 |
Avg Bars in Trades | 164 | 296 | 34 | 164 | 296 | 34 |
Avg Bars in Winners | 93 | 157 | 36 | 93 | 157 | 36 |
Avg Bars in Losers | 284 | 502 | 32 | 284 | 502 | 32 |
Bars Traded | 23872 | 21323 | 2549 | 23872 | 21323 | 2549 |
Profit Streak | 38.7392 | 38.7392 | 51.635 | 38.7392 | 38.7392 | 51.635 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380746 | -71303 | -120883 | -153665 | -658720 | -140563 |
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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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