Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173871.5434 | 33268.8457 | 140602.6977 | -96200.3549 | 12380.5085 | -108580.8633 |
Total P&L (%) | 173.8715 | 33.2688 | 140.6027 | -96.2004 | 12.3805 | -108.5809 |
Avg Daily Profit (%) | 0.1669 | 0.0319 | 0.135 | -0.3135 | 0.0112 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129230 | -101595 | -99233 | -118589 | -11117 | -118241 |
Profit Factor | 1.267 | 1.0799 | 1.599 | 0.3086 | 1.6597 | 0.0979 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 64.1509 | 56.25 | 72.1519 | 64.1509 | 56.25 | 72.1519 |
Ratio Avg Win / Avg Loss | 0.708 | 0.8399 | 0.6171 | 0.1724 | 1.2909 | 0.0378 |
Largest Winning Trade | 37252 | 37252 | 30698 | 18029 | 18029 | 4390 |
Largest Losing Trade | -99233 | -38975 | -99233 | -118241 | -11117 | -118241 |
Avg Bars in Trades | 76 | 95 | 57 | 76 | 95 | 57 |
Avg Bars in Winners | 54 | 62 | 48 | 54 | 62 | 48 |
Avg Bars in Losers | 116 | 138 | 80 | 116 | 138 | 80 |
Bars Traded | 12182 | 7662 | 4520 | 12182 | 7662 | 4520 |
Profit Streak | 37.2176 | 37.2176 | 45.8842 | 37.2176 | 37.2176 | 45.8842 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352364 | -304580 | -34892 | -576543 | -284762 | -602817 |
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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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