Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166433.923 | 125536.0659 | 40897.8571 | -72381.1481 | -2801.7197 | -69579.4284 |
Total P&L (%) | 166.4339 | 125.5361 | 40.8979 | -72.3811 | -2.8017 | -69.5794 |
Avg Daily Profit (%) | 0.1628 | 0.1228 | 0.04 | -0.1258 | -0.0028 | -0.1163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206187 | -183392 | -113756 | -67305 | -40521 | -45035 |
Profit Factor | 1.2168 | 1.3688 | 1.0957 | 0.6959 | 0.9624 | 0.5744 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 52.6718 | 44.6154 | 60.6061 | 52.6718 | 44.6154 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.0933 | 1.6991 | 0.7122 | 0.6253 | 1.1947 | 0.3734 |
Largest Winning Trade | 172034 | 172034 | 38463 | 17224 | 17224 | 11395 |
Largest Losing Trade | -72863 | -39468 | -72863 | -72863 | -20084 | -72863 |
Avg Bars in Trades | 44 | 39 | 49 | 44 | 39 | 49 |
Avg Bars in Winners | 39 | 25 | 50 | 39 | 25 | 50 |
Avg Bars in Losers | 49 | 50 | 47 | 49 | 50 | 47 |
Bars Traded | 5793 | 2539 | 3254 | 5793 | 2539 | 3254 |
Profit Streak | 58.8466 | 95.5132 | 58.8466 | 58.8466 | 95.5132 | 58.8466 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307794 | -160145 | -380778 | -579106 | -711764 | -703022 |
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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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