Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68899.8562 | 24506.0819 | 44393.7743 | 37807.6567 | -1692.8601 | 39500.5168 |
Total P&L (%) | 68.8999 | 24.5061 | 44.3938 | 37.8077 | -1.6929 | 39.5005 |
Avg Daily Profit (%) | 0.2646 | 0.0941 | 0.1705 | 0.1232 | -0.0066 | 0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115071 | -42008 | -89048 | -353636 | -152469 | -257265 |
Profit Factor | 1.2493 | 1.2218 | 1.2677 | 1.0457 | 0.9951 | 1.0824 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 70.1863 | 65.4321 | 75 | 70.1863 | 65.4321 | 75 |
Ratio Avg Win / Avg Loss | 0.5307 | 0.6455 | 0.4226 | 0.4442 | 0.5257 | 0.3608 |
Largest Winning Trade | 13638 | 13638 | 13301 | 33901 | 33901 | 32104 |
Largest Losing Trade | -47327 | -14190 | -47327 | -129045 | -61662 | -129045 |
Avg Bars in Trades | 152 | 102 | 202 | 152 | 102 | 202 |
Avg Bars in Winners | 87 | 49 | 120 | 87 | 49 | 120 |
Avg Bars in Losers | 305 | 204 | 446 | 305 | 204 | 446 |
Bars Traded | 24509 | 8336 | 16173 | 24509 | 8336 | 16173 |
Profit Streak | 7.4089 | 7.4089 | 11.3568 | 7.4089 | 7.4089 | 11.3568 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360202 | -82744 | -11968 | -199003 | -590239 | -171768 |
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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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