Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196025.1172 | 126396.8658 | 69628.2514 | 69562.7298 | -35085.5397 | 104648.2695 |
Total P&L (%) | 196.0251 | 126.3969 | 69.6283 | 69.5627 | -35.0855 | 104.6483 |
Avg Daily Profit (%) | 0.1882 | 0.1213 | 0.0668 | 0.0507 | -0.0415 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93250 | -65013 | -65217 | -316912 | -284659 | -97419 |
Profit Factor | 1.381 | 1.4923 | 1.2701 | 1.0715 | 0.939 | 1.263 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 71.7791 | 74.0741 | 69.5122 | 71.7791 | 74.0741 | 69.5122 |
Ratio Avg Win / Avg Loss | 0.543 | 0.5223 | 0.5571 | 0.4213 | 0.3286 | 0.5539 |
Largest Winning Trade | 37350 | 37350 | 19996 | 65391 | 65391 | 39059 |
Largest Losing Trade | -61597 | -50878 | -61597 | -223236 | -223236 | -94266 |
Avg Bars in Trades | 148 | 161 | 135 | 148 | 161 | 135 |
Avg Bars in Winners | 94 | 103 | 85 | 94 | 103 | 85 |
Avg Bars in Losers | 285 | 326 | 251 | 285 | 326 | 251 |
Bars Traded | 24207 | 13075 | 11133 | 24207 | 13075 | 11133 |
Profit Streak | 46.8523 | 46.8523 | 54.5606 | 46.8523 | 46.8523 | 54.5606 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423463 | -38496 | -105592 | -263426 | -587848 | -103041 |
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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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