Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158518.1956 | 86843.1323 | 71675.0633 | 23388.4477 | -74638.1731 | 98026.6208 |
Total P&L (%) | 158.5182 | 86.8431 | 71.6751 | 23.3884 | -74.6382 | 98.0266 |
Avg Daily Profit (%) | 0.1522 | 0.0834 | 0.0688 | 0.0202 | -0.1316 | 0.0656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120387 | -74546 | -54798 | -379490 | -265558 | -140722 |
Profit Factor | 1.3221 | 1.3385 | 1.3043 | 1.0244 | 0.8687 | 1.2506 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 71.1864 | 71.1864 | 71.1864 | 71.1864 | 71.1864 | 71.1864 |
Ratio Avg Win / Avg Loss | 0.5351 | 0.5418 | 0.5279 | 0.4146 | 0.3516 | 0.5062 |
Largest Winning Trade | 47861 | 47861 | 28287 | 78177 | 78177 | 61297 |
Largest Losing Trade | -48317 | -48317 | -44086 | -228038 | -228038 | -128697 |
Avg Bars in Trades | 207 | 205 | 208 | 207 | 205 | 208 |
Avg Bars in Winners | 132 | 127 | 136 | 132 | 127 | 136 |
Avg Bars in Losers | 392 | 398 | 386 | 392 | 398 | 386 |
Bars Traded | 24454 | 12141 | 12313 | 24454 | 12141 | 12313 |
Profit Streak | 8.3583 | 47.5666 | 8.3583 | 8.3583 | 47.5666 | 8.3583 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368199 | -255506 | -275876 | -361452 | -753294 | -280466 |
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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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