Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350630.6746 | 258814.541 | 91816.1336 | 30702.4682 | 90750.4907 | -60048.0225 |
Total P&L (%) | 350.6307 | 258.8145 | 91.8161 | 30.7025 | 90.7505 | -60.048 |
Avg Daily Profit (%) | 0.2214 | 0.1634 | 0.058 | 0.0169 | 0.0408 | -0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152395 | -155838 | -71759 | -422907 | -249613 | -278245 |
Profit Factor | 1.4543 | 1.5895 | 1.2759 | 1.0158 | 1.0872 | 0.9334 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 59.6273 | 53.75 | 65.4321 | 59.6273 | 53.75 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.9847 | 1.3678 | 0.6741 | 0.6878 | 0.9355 | 0.4931 |
Largest Winning Trade | 137455 | 137455 | 54244 | 114678 | 114678 | 92271 |
Largest Losing Trade | -71759 | -64893 | -71759 | -171172 | -138070 | -171172 |
Avg Bars in Trades | 57 | 77 | 36 | 57 | 77 | 36 |
Avg Bars in Winners | 37 | 55 | 23 | 37 | 55 | 23 |
Avg Bars in Losers | 85 | 103 | 61 | 85 | 103 | 61 |
Bars Traded | 9181 | 6205 | 2976 | 9181 | 6205 | 2976 |
Profit Streak | 8.5803 | 0 | 8.9136 | 8.5803 | 0 | 8.9136 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357361 | -9810 | -126236 | -375352 | -283714 | -589789 |
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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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