Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499157.8931 | 401510.4147 | 97647.4784 | -121259.041 | 13344.3847 | -134603.4257 |
Total P&L (%) | 499.1579 | 401.5104 | 97.6475 | -121.259 | 13.3444 | -134.6034 |
Avg Daily Profit (%) | 0.2675 | 0.2152 | 0.0523 | 0 | 0.0067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149525 | -63674 | -198193 | -306420 | -150984 | -255676 |
Profit Factor | 1.5281 | 2.2054 | 1.1595 | 0.8698 | 1.0379 | 0.7674 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 102 | 53 | 49 | 80 | 39 | 41 |
Losing Trades | 59 | 27 | 32 | 81 | 41 | 40 |
Profitability (%) | 63.354 | 66.25 | 60.4938 | 49.6894 | 48.75 | 50.6173 |
Ratio Avg Win / Avg Loss | 0.8839 | 1.1235 | 0.7572 | 0.8806 | 1.0911 | 0.7487 |
Largest Winning Trade | 98501 | 98501 | 57857 | 66428 | 66428 | 49708 |
Largest Losing Trade | -102258 | -30564 | -102258 | -178961 | -64159 | -178961 |
Avg Bars in Trades | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Winners | 24 | 19 | 30 | 30 | 23 | 37 |
Avg Bars in Losers | 48 | 42 | 54 | 36 | 30 | 42 |
Bars Traded | 5405 | 2169 | 3236 | 5405 | 2169 | 3236 |
Profit Streak | 47.7757 | 0 | 54.4424 | 0 | 52.7757 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401192 | -5959 | -178665 | -580055 | -443564 | -592656 |
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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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