Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175772.484 | 142053.0508 | 33719.4332 | -129479.7639 | -26949.2541 | -102530.5098 |
Total P&L (%) | 175.7725 | 142.0531 | 33.7194 | -129.4798 | -26.9493 | -102.5305 |
Avg Daily Profit (%) | 0.1687 | 0.1364 | 0.0324 | 0 | -0.0301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108965 | -37010 | -104319 | -130869 | -27821 | -115579 |
Profit Factor | 1.3115 | 1.5925 | 1.1039 | 0.3627 | 0.5418 | 0.2897 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 95 | 46 | 49 | 59 | 30 | 29 |
Losing Trades | 60 | 31 | 29 | 96 | 47 | 49 |
Profitability (%) | 61.2903 | 59.7403 | 62.8205 | 38.0645 | 38.961 | 37.1795 |
Ratio Avg Win / Avg Loss | 0.8283 | 1.0732 | 0.6533 | 0.5901 | 0.8488 | 0.4894 |
Largest Winning Trade | 63466 | 63466 | 34564 | 9571 | 5344 | 9571 |
Largest Losing Trade | -104319 | -24643 | -104319 | -96878 | -14890 | -96878 |
Avg Bars in Trades | 158 | 151 | 165 | 158 | 151 | 165 |
Avg Bars in Winners | 132 | 122 | 142 | 195 | 191 | 199 |
Avg Bars in Losers | 199 | 195 | 204 | 135 | 126 | 145 |
Bars Traded | 24584 | 11677 | 12906 | 24584 | 11677 | 12906 |
Profit Streak | 13.9237 | 26.3404 | 13.9237 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330970 | -48975 | -292238 | -584607 | -627029 | -620221 |
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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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