Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371641.7433 | 229963.3993 | 141678.344 | 289200.7492 | 231760.2137 | 57440.5354 |
Total P&L (%) | 371.6417 | 229.9634 | 141.6783 | 289.2007 | 231.7602 | 57.4405 |
Avg Daily Profit (%) | 0.2732 | 0.1691 | 0.1042 | 0.1 | 0.0882 | 0.0334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152976 | -82563 | -88369 | -192004 | -138901 | -155056 |
Profit Factor | 1.4619 | 1.5425 | 1.3721 | 1.2353 | 1.4175 | 1.0852 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 54.5455 | 48.0519 | 61.039 | 54.5455 | 48.0519 | 61.039 |
Ratio Avg Win / Avg Loss | 1.2182 | 1.6676 | 0.8758 | 1.0294 | 1.5324 | 0.6927 |
Largest Winning Trade | 80545 | 80545 | 35842 | 101415 | 101415 | 94142 |
Largest Losing Trade | -52818 | -28598 | -52818 | -122314 | -77350 | -122314 |
Avg Bars in Trades | 103 | 93 | 114 | 103 | 93 | 114 |
Avg Bars in Winners | 117 | 105 | 127 | 117 | 105 | 127 |
Avg Bars in Losers | 87 | 82 | 93 | 87 | 82 | 93 |
Bars Traded | 16014 | 7232 | 8783 | 16014 | 7232 | 8783 |
Profit Streak | 0 | 33.2887 | 0 | 0 | 33.2887 | 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 | 385782 | -32140 | -95323 | -58450 | -115465 | -317832 |
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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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