Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163640.0954 | 162602.964 | 1037.1313 | -39134.4822 | 116196.1594 | -155330.6416 |
Total P&L (%) | 163.6401 | 162.603 | 1.0371 | -39.1345 | 116.1962 | -155.3306 |
Avg Daily Profit (%) | 0.1571 | 0.1561 | 0.001 | -0.0477 | 0.074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117313 | -126145 | -105237 | -291546 | -220660 | -255788 |
Profit Factor | 1.2014 | 1.3888 | 1.0026 | 0.9715 | 1.1696 | 0.7747 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 53.0516 | 50.4673 | 55.6604 | 53.0516 | 50.4673 | 55.6604 |
Ratio Avg Win / Avg Loss | 1.0632 | 1.3631 | 0.7987 | 0.8598 | 1.1479 | 0.6171 |
Largest Winning Trade | 157855 | 157855 | 28842 | 193733 | 193733 | 58961 |
Largest Losing Trade | -39705 | -23019 | -39705 | -91216 | -72613 | -91216 |
Avg Bars in Trades | 115 | 97 | 133 | 115 | 97 | 133 |
Avg Bars in Winners | 125 | 96 | 151 | 125 | 96 | 151 |
Avg Bars in Losers | 104 | 98 | 112 | 104 | 98 | 112 |
Bars Traded | 24622 | 10420 | 14202 | 24622 | 10420 | 14202 |
Profit Streak | 9.7014 | 9.7014 | 21.0347 | 9.7014 | 9.7014 | 21.0347 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336699 | 299832 | -575041 | -578160 | -127583 | -579261 |
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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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