Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259285.807 | 70912.4898 | 188373.3172 | 152408.4736 | -16943.7571 | 169352.2307 |
Total P&L (%) | 259.2858 | 70.9125 | 188.3733 | 152.4085 | -16.9438 | 169.3522 |
Avg Daily Profit (%) | 0.1715 | 0.0469 | 0.1246 | 0.0613 | -0.0123 | 0.0656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100727 | -91654 | -53203 | -143539 | -108456 | -122935 |
Profit Factor | 1.4126 | 1.1977 | 1.6983 | 1.1643 | 0.9672 | 1.4122 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 44 | 38.6667 | 49.3333 | 44 | 38.6667 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.7978 | 1.8998 | 1.7442 | 1.4818 | 1.5342 | 1.4503 |
Largest Winning Trade | 112109 | 112109 | 58379 | 93586 | 93586 | 89362 |
Largest Losing Trade | -29921 | -29921 | -24455 | -63719 | -63719 | -49998 |
Avg Bars in Trades | 29 | 21 | 36 | 29 | 21 | 36 |
Avg Bars in Winners | 42 | 30 | 51 | 42 | 30 | 51 |
Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
Bars Traded | 4365 | 1600 | 2765 | 4365 | 1600 | 2765 |
Profit Streak | 21.4516 | 45.1182 | 0 | 21.4516 | 45.1182 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307501 | -192760 | -80654 | -151649 | -638532 | -161830 |
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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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