Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354076.656 | 266296.817 | 87779.8391 | 13550.071 | 4888.1358 | 8661.9353 |
Total P&L (%) | 354.0767 | 266.2968 | 87.7798 | 13.5501 | 4.8881 | 8.6619 |
Avg Daily Profit (%) | 0.17 | 0.1278 | 0.0421 | 0.0061 | 0.0023 | 0.004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178781 | -72658 | -210139 | -127631 | -75127 | -100700 |
Profit Factor | 1.378 | 1.5867 | 1.1818 | 1.0288 | 1.0194 | 1.0396 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 52.7027 | 52.7027 | 52.7027 | 52.7027 | 52.7027 | 52.7027 |
Ratio Avg Win / Avg Loss | 1.2367 | 1.424 | 1.0606 | 0.9233 | 0.9149 | 0.9329 |
Largest Winning Trade | 56275 | 56275 | 45427 | 32885 | 32885 | 26399 |
Largest Losing Trade | -72866 | -57021 | -72866 | -75127 | -75127 | -34257 |
Avg Bars in Trades | 166 | 192 | 140 | 166 | 192 | 140 |
Avg Bars in Winners | 179 | 194 | 163 | 179 | 194 | 163 |
Avg Bars in Losers | 152 | 190 | 115 | 152 | 190 | 115 |
Bars Traded | 24681 | 14248 | 10433 | 24681 | 14248 | 10433 |
Profit Streak | 18.4339 | 0 | 47.8506 | 18.4339 | 0 | 47.8506 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332255 | -84647 | -220704 | -429219 | -620464 | -595485 |
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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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