Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72249.9698 | 35680.117 | 36569.8528 | 74985.0127 | 53612.8903 | 21372.1224 |
Total P&L (%) | 72.25 | 35.6801 | 36.5699 | 74.985 | 53.6129 | 21.3721 |
Avg Daily Profit (%) | 0.2774 | 0.137 | 0.1404 | 0.2151 | 0.165 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36991 | -13584 | -40574 | -85263 | -23718 | -92938 |
Profit Factor | 1.3844 | 1.5363 | 1.3012 | 1.2154 | 1.4607 | 1.0922 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 52.2293 | 50.6329 | 53.8462 | 52.2293 | 50.6329 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2662 | 1.4979 | 1.1153 | 1.1117 | 1.4242 | 0.9362 |
Largest Winning Trade | 19938 | 8736 | 19938 | 27512 | 15423 | 27512 |
Largest Losing Trade | -18628 | -8177 | -18628 | -42879 | -13874 | -42879 |
Avg Bars in Trades | 153 | 90 | 217 | 153 | 90 | 217 |
Avg Bars in Winners | 149 | 102 | 194 | 149 | 102 | 194 |
Avg Bars in Losers | 157 | 77 | 243 | 157 | 77 | 243 |
Bars Traded | 24111 | 7155 | 16956 | 24111 | 7155 | 16956 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309552 | -39476 | -43362 | 253191 | -20976 | -255668 |
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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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