Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201105.7895 | -820.9159 | 201926.7054 | 88916.986 | -176271.0386 | 265188.0246 |
Total P&L (%) | 201.1058 | -0.8209 | 201.9267 | 88.917 | -176.271 | 265.188 |
Avg Daily Profit (%) | 0.1956 | -0.0008 | 0.1964 | 0.0619 | 0 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162064 | -168519 | -53169 | -457933 | -390476 | -151773 |
Profit Factor | 1.3501 | 0.9979 | 2.098 | 1.0733 | 0.7887 | 1.7005 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 75.3086 | 71.6049 | 79.0123 | 75.3086 | 71.6049 | 79.0123 |
Ratio Avg Win / Avg Loss | 0.4427 | 0.3957 | 0.5573 | 0.3519 | 0.3128 | 0.4517 |
Largest Winning Trade | 34728 | 34728 | 25527 | 64242 | 64242 | 51576 |
Largest Losing Trade | -53169 | -44196 | -53169 | -205557 | -205557 | -150942 |
Avg Bars in Trades | 35 | 37 | 34 | 35 | 37 | 34 |
Avg Bars in Winners | 17 | 12 | 22 | 17 | 12 | 22 |
Avg Bars in Losers | 91 | 100 | 79 | 91 | 100 | 79 |
Bars Traded | 5797 | 3043 | 2754 | 5797 | 3043 | 2754 |
Profit Streak | 49.6116 | 49.6116 | 64.9449 | 49.6116 | 49.6116 | 64.9449 |
Trades During Streak | 23 | 11 | 14 | 23 | 11 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443334 | -587956 | 93837 | -245832 | -587956 | -30483 |
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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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