Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235364.0197 | 169986.591 | 65377.4287 | 4240.7151 | 11578.181 | -7337.466 |
Total P&L (%) | 235.364 | 169.9866 | 65.3774 | 4.2407 | 11.5782 | -7.3375 |
Avg Daily Profit (%) | 0.2289 | 0.1653 | 0.0636 | 0.004 | 0.0107 | -0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131769 | -164350 | -46781 | -118930 | -122284 | -79948 |
Profit Factor | 1.303 | 1.3942 | 1.1892 | 1.0067 | 1.0352 | 0.9761 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 60.8434 | 53.012 | 68.6747 | 60.8434 | 53.012 | 68.6747 |
Ratio Avg Win / Avg Loss | 0.8386 | 1.2357 | 0.5424 | 0.6479 | 0.9175 | 0.4452 |
Largest Winning Trade | 168875 | 168875 | 24542 | 54879 | 54879 | 25212 |
Largest Losing Trade | -42771 | -38338 | -42771 | -79948 | -27095 | -79948 |
Avg Bars in Trades | 143 | 167 | 120 | 143 | 167 | 120 |
Avg Bars in Winners | 98 | 106 | 92 | 98 | 106 | 92 |
Avg Bars in Losers | 214 | 236 | 181 | 214 | 236 | 181 |
Bars Traded | 23901 | 13915 | 9985 | 23901 | 13915 | 9985 |
Profit Streak | 13.3347 | 13.3347 | 52.043 | 13.3347 | 13.3347 | 52.043 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347682 | 311285 | -118617 | -564702 | -478116 | -577000 |
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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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