Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129060.0458 | 37679.363 | 91380.6829 | 150586.4601 | 45326.4806 | 105259.9795 |
Total P&L (%) | 129.06 | 37.6794 | 91.3807 | 150.5865 | 45.3265 | 105.26 |
Avg Daily Profit (%) | 0.4956 | 0.1447 | 0.3509 | 0.3534 | 0.1436 | 0.2765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60752 | -46252 | -27814 | -107762 | -57898 | -64272 |
Profit Factor | 1.3888 | 1.2358 | 1.5307 | 1.303 | 1.1891 | 1.4092 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 40.3409 | 36.3636 | 44.3182 | 40.3409 | 36.3636 | 44.3182 |
Ratio Avg Win / Avg Loss | 2.0538 | 2.1627 | 1.9231 | 1.927 | 2.0809 | 1.7705 |
Largest Winning Trade | 39311 | 39311 | 31862 | 60550 | 38124 | 60550 |
Largest Losing Trade | -10748 | -10013 | -10748 | -26257 | -15513 | -26257 |
Avg Bars in Trades | 140 | 133 | 147 | 140 | 133 | 147 |
Avg Bars in Winners | 236 | 244 | 229 | 236 | 244 | 229 |
Avg Bars in Losers | 75 | 70 | 81 | 75 | 70 | 81 |
Bars Traded | 24713 | 11759 | 12954 | 24713 | 11759 | 12954 |
Profit Streak | 0.6882 | 0 | 5.2819 | 0.6882 | 0 | 5.2819 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 157991 | -8533 | 331001 | 95378 | -21444 | 281392 |
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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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