Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441526.9037 | 338439.815 | 103087.0887 | 71685.5258 | 29576.9472 | 42108.5786 |
Total P&L (%) | 441.5269 | 338.4398 | 103.0871 | 71.6855 | 29.5769 | 42.1086 |
Avg Daily Profit (%) | 0.2119 | 0.1625 | 0.0495 | 0.0259 | 0.0124 | 0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103138 | -94182 | -172648 | -110935 | -81591 | -107991 |
Profit Factor | 1.4788 | 1.7534 | 1.218 | 1.1401 | 1.1072 | 1.1785 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 68 | 27 | 41 | 68 | 27 | 41 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 43.5897 | 34.6154 | 52.5641 | 43.5897 | 34.6154 | 52.5641 |
Ratio Avg Win / Avg Loss | 1.9138 | 3.3119 | 1.0992 | 1.4754 | 2.0914 | 1.0636 |
Largest Winning Trade | 100510 | 100510 | 42790 | 57036 | 57036 | 25869 |
Largest Losing Trade | -65926 | -65926 | -62946 | -81591 | -81591 | -45152 |
Avg Bars in Trades | 158 | 172 | 144 | 158 | 172 | 144 |
Avg Bars in Winners | 208 | 242 | 186 | 208 | 242 | 186 |
Avg Bars in Losers | 120 | 135 | 99 | 120 | 135 | 99 |
Bars Traded | 24764 | 13466 | 11298 | 24764 | 13466 | 11298 |
Profit Streak | 20.0381 | 0 | 24.2048 | 20.0381 | 0 | 24.2048 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320068 | -29816 | -160828 | -225776 | -321310 | -230070 |
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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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