Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156887.5296 | 93693.772 | 63193.7575 | 67763.5243 | 25361.4414 | 42402.0829 |
Total P&L (%) | 156.8875 | 93.6938 | 63.1938 | 67.7635 | 25.3614 | 42.4021 |
Avg Daily Profit (%) | 0.1771 | 0.1057 | 0.0713 | 0.0584 | 0.0255 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66167 | -62417 | -66178 | -177177 | -166278 | -183660 |
Profit Factor | 1.3157 | 1.4137 | 1.2337 | 1.0699 | 1.0543 | 1.0844 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 235 | 115 | 120 | 235 | 115 | 120 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 80.756 | 78.7671 | 82.7586 | 80.756 | 78.7671 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.3135 | 0.3811 | 0.257 | 0.2549 | 0.2842 | 0.2259 |
Largest Winning Trade | 16138 | 15222 | 16138 | 28177 | 19162 | 28177 |
Largest Losing Trade | -48541 | -38320 | -48541 | -146433 | -116923 | -146433 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Losers | 120 | 133 | 105 | 120 | 133 | 105 |
Bars Traded | 10339 | 5683 | 4655 | 10339 | 5683 | 4655 |
Profit Streak | 0 | 0 | 43.0195 | 0 | 0 | 43.0195 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411223 | -48856 | -94384 | -254917 | -320950 | -265234 |
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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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