Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260146.5368 | 210925.2741 | 49221.2627 | -54720.4524 | -54871.0495 | 150.5971 |
Total P&L (%) | 260.1465 | 210.9253 | 49.2213 | -54.7205 | -54.8711 | 0.1506 |
Avg Daily Profit (%) | 0.1643 | 0.1332 | 0.0311 | -0.05 | -0.0502 | 0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187613 | -169074 | -74684 | -380695 | -375191 | -140514 |
Profit Factor | 1.3534 | 1.3883 | 1.2551 | 0.9241 | 0.8973 | 1.0008 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 71.6981 | 74.6835 | 68.75 | 71.6981 | 74.6835 | 68.75 |
Ratio Avg Win / Avg Loss | 0.5342 | 0.4706 | 0.5705 | 0.3648 | 0.3042 | 0.4549 |
Largest Winning Trade | 71142 | 71142 | 39834 | 80578 | 80578 | 35399 |
Largest Losing Trade | -75330 | -75330 | -58213 | -181286 | -181286 | -140514 |
Avg Bars in Trades | 114 | 224 | 5 | 114 | 224 | 5 |
Avg Bars in Winners | 43 | 81 | 2 | 43 | 81 | 2 |
Avg Bars in Losers | 293 | 648 | 9 | 293 | 648 | 9 |
Bars Traded | 18149 | 17743 | 406 | 18149 | 17743 | 406 |
Profit Streak | 48.3802 | 48.4635 | 48.3802 | 48.3802 | 48.4635 | 48.3802 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385013 | -39137 | -170524 | -576142 | -603696 | -595672 |
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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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