Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172768.0531 | 183485.0808 | -10717.0276 | -17835.2383 | -35830.6033 | 17995.365 |
Total P&L (%) | 172.7681 | 183.4851 | -10.717 | -17.8352 | -35.8306 | 17.9954 |
Avg Daily Profit (%) | 0.1659 | 0.1761 | -0.0103 | -0.0189 | -0.0426 | 0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150993 | -125775 | -59462 | -467956 | -391582 | -121279 |
Profit Factor | 1.2741 | 1.3916 | 0.9337 | 0.9895 | 0.973 | 1.0481 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 54.386 | 55.2941 | 53.4884 | 54.386 | 55.2941 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.0686 | 1.1251 | 0.8119 | 0.8299 | 0.7867 | 0.9114 |
Largest Winning Trade | 88289 | 88289 | 13350 | 224332 | 224332 | 41348 |
Largest Losing Trade | -53671 | -53671 | -19651 | -228076 | -228076 | -64897 |
Avg Bars in Trades | 138 | 267 | 10 | 138 | 267 | 10 |
Avg Bars in Winners | 74 | 137 | 11 | 74 | 137 | 11 |
Avg Bars in Losers | 213 | 428 | 10 | 213 | 428 | 10 |
Bars Traded | 23636 | 22726 | 909 | 23636 | 22726 | 909 |
Profit Streak | 53.6574 | 53.6574 | 73.2407 | 53.6574 | 53.6574 | 73.2407 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369130 | 338591 | -578997 | -577779 | -579433 | -347341 |
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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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