Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133560.9356 | 80461.7425 | 53099.1931 | 180545.014 | 114068.8062 | 66476.2078 |
Total P&L (%) | 133.5609 | 80.4617 | 53.0992 | 180.545 | 114.0688 | 66.4762 |
Avg Daily Profit (%) | 0.5129 | 0.309 | 0.2039 | 0.3969 | 0.2927 | 0.1959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35734 | -35815 | -30767 | -76938 | -53098 | -65937 |
Profit Factor | 1.5057 | 1.4497 | 1.6231 | 1.3772 | 1.3577 | 1.4159 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 49.0066 | 45.3333 | 52.6316 | 49.0066 | 45.3333 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.5667 | 1.7482 | 1.4608 | 1.433 | 1.6373 | 1.2744 |
Largest Winning Trade | 30051 | 30051 | 16835 | 43693 | 43693 | 24757 |
Largest Losing Trade | -15896 | -15896 | -7831 | -36725 | -36725 | -18333 |
Avg Bars in Trades | 160 | 260 | 61 | 160 | 260 | 61 |
Avg Bars in Winners | 167 | 267 | 81 | 167 | 267 | 81 |
Avg Bars in Losers | 154 | 254 | 39 | 154 | 254 | 39 |
Bars Traded | 24240 | 19548 | 4691 | 24240 | 19548 | 4691 |
Profit Streak | 0 | 3.718 | 0 | 0 | 3.718 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423229 | -49987 | -42023 | 319284 | -50688 | -42368 |
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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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