Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92808.7305 | 54356.1665 | 38452.564 | 103496.5638 | 73578.4876 | 29918.0761 |
Total P&L (%) | 92.8087 | 54.3562 | 38.4526 | 103.4966 | 73.5785 | 29.9181 |
Avg Daily Profit (%) | 0.6681 | 0.3913 | 0.2768 | 0.5128 | 0.3978 | 0.1886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42929 | -26357 | -37265 | -60046 | -24288 | -52793 |
Profit Factor | 1.4015 | 1.5249 | 1.3014 | 1.365 | 1.654 | 1.1749 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 58.4906 | 59.4937 | 57.5 | 58.4906 | 59.4937 | 57.5 |
Ratio Avg Win / Avg Loss | 0.9946 | 1.0382 | 0.9619 | 0.9687 | 1.1261 | 0.8684 |
Largest Winning Trade | 28776 | 28776 | 10638 | 27101 | 27101 | 12713 |
Largest Losing Trade | -19319 | -13588 | -19319 | -27867 | -12546 | -27867 |
Avg Bars in Trades | 80 | 79 | 81 | 80 | 79 | 81 |
Avg Bars in Winners | 73 | 62 | 85 | 73 | 62 | 85 |
Avg Bars in Losers | 89 | 104 | 76 | 89 | 104 | 76 |
Bars Traded | 12813 | 6276 | 6537 | 12813 | 6276 | 6537 |
Profit Streak | 139.2668 | 0 | 139.3501 | 139.2668 | 0 | 139.3501 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409780 | -17559 | -15075 | 353952 | -15898 | -44764 |
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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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