Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98673.0073 | 31627.218 | 67045.7893 | 85436.9897 | 37667.1145 | 47769.8751 |
Total P&L (%) | 98.673 | 31.6272 | 67.0458 | 85.437 | 37.6671 | 47.7699 |
Avg Daily Profit (%) | 0.3789 | 0.1214 | 0.2575 | 0.2374 | 0.1228 | 0.1501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87560 | -16798 | -84266 | -214646 | -30879 | -200098 |
Profit Factor | 1.3538 | 1.3737 | 1.3451 | 1.1669 | 1.2622 | 1.1297 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 57.5949 | 54.4304 | 60.7595 | 57.5949 | 54.4304 | 60.7595 |
Ratio Avg Win / Avg Loss | 0.9967 | 1.1501 | 0.8687 | 0.8591 | 1.0567 | 0.7296 |
Largest Winning Trade | 24926 | 16143 | 24926 | 37000 | 18078 | 37000 |
Largest Losing Trade | -36019 | -12482 | -36019 | -78127 | -18931 | -78127 |
Avg Bars in Trades | 156 | 56 | 255 | 156 | 56 | 255 |
Avg Bars in Winners | 106 | 49 | 157 | 106 | 49 | 157 |
Avg Bars in Losers | 223 | 63 | 409 | 223 | 63 | 409 |
Bars Traded | 24655 | 4432 | 20223 | 24655 | 4432 | 20223 |
Profit Streak | 3.2921 | 19.4171 | 3.2921 | 3.2921 | 19.4171 | 3.2921 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300763 | -59521 | -20067 | -30258 | -57827 | -100563 |
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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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