Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335855.0659 | 306553.0167 | 29302.0493 | 8758.5708 | 250439.2986 | -241680.7278 |
Total P&L (%) | 335.8551 | 306.553 | 29.302 | 8.7586 | 250.4393 | -241.6807 |
Avg Daily Profit (%) | 0.1897 | 0.1732 | 0.0166 | 0.0047 | 0.0709 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151948 | -131544 | -129721 | -405568 | -244602 | -388362 |
Profit Factor | 1.3371 | 1.5558 | 1.0659 | 1.0043 | 1.2351 | 0.748 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 46.1078 | 43.3735 | 48.8095 | 46.1078 | 43.3735 | 48.8095 |
Ratio Avg Win / Avg Loss | 1.5628 | 2.0312 | 1.1179 | 1.1739 | 1.6125 | 0.7845 |
Largest Winning Trade | 95733 | 95733 | 53367 | 219332 | 219332 | 79170 |
Largest Losing Trade | -51518 | -51518 | -41959 | -188164 | -119633 | -188164 |
Avg Bars in Trades | 61 | 86 | 37 | 61 | 86 | 37 |
Avg Bars in Winners | 72 | 107 | 41 | 72 | 107 | 41 |
Avg Bars in Losers | 52 | 69 | 33 | 52 | 69 | 33 |
Bars Traded | 10269 | 7138 | 3131 | 10269 | 7138 | 3131 |
Profit Streak | 54.1552 | 54.3219 | 54.1552 | 54.1552 | 54.3219 | 54.1552 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334799 | 280917 | -322205 | -567682 | -99874 | -581007 |
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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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