Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153661.0292 | 137970.1299 | 15690.8993 | 22074.9941 | 4532.0413 | 17542.9528 |
Total P&L (%) | 153.661 | 137.9701 | 15.6909 | 22.075 | 4.532 | 17.543 |
Avg Daily Profit (%) | 0.167 | 0.15 | 0.0171 | 0.0217 | 0.0048 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74423 | -69783 | -8798 | -95945 | -99476 | -9742 |
Profit Factor | 1.5351 | 1.5274 | 1.613 | 1.0724 | 1.0163 | 1.6532 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 59.2593 | 52.5 | 65.8537 | 59.2593 | 52.5 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.0554 | 1.382 | 0.8364 | 0.7373 | 0.9195 | 0.8572 |
Largest Winning Trade | 148398 | 148398 | 4742 | 92085 | 92085 | 6562 |
Largest Losing Trade | -39155 | -39155 | -7390 | -54229 | -54229 | -9742 |
Avg Bars in Trades | 261 | 520 | 7 | 261 | 520 | 7 |
Avg Bars in Winners | 172 | 384 | 8 | 172 | 384 | 8 |
Avg Bars in Losers | 389 | 671 | 6 | 389 | 671 | 6 |
Bars Traded | 21142 | 20823 | 319 | 21142 | 20823 | 319 |
Profit Streak | 0 | 205.7323 | 0 | 0 | 205.7323 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5940 | 357642 | -176907 | -326771 | -555101 | -175186 |
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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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