Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107682.9968 | 66313.6362 | 41369.3606 | 112819.241 | 74120.1597 | 38699.0813 |
Total P&L (%) | 107.683 | 66.3136 | 41.3694 | 112.8192 | 74.1202 | 38.6991 |
Avg Daily Profit (%) | 0.4135 | 0.2546 | 0.1589 | 0.2904 | 0.2132 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47665 | -43799 | -17386 | -41211 | -35480 | -25005 |
Profit Factor | 1.4705 | 1.5675 | 1.3693 | 1.3963 | 1.5335 | 1.2654 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 44.8718 | 38.4615 | 51.2821 | 44.8718 | 38.4615 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.8067 | 2.5081 | 1.3009 | 1.7154 | 2.4537 | 1.2022 |
Largest Winning Trade | 68245 | 68245 | 16254 | 75416 | 75416 | 18203 |
Largest Losing Trade | -10399 | -6240 | -10399 | -17891 | -14433 | -17891 |
Avg Bars in Trades | 158 | 142 | 174 | 158 | 142 | 174 |
Avg Bars in Winners | 223 | 208 | 234 | 223 | 208 | 234 |
Avg Bars in Losers | 105 | 100 | 111 | 105 | 100 | 111 |
Bars Traded | 24709 | 11098 | 13611 | 24709 | 11098 | 13611 |
Profit Streak | 0 | 5.37 | 0 | 0 | 5.37 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327981 | -28959 | -30010 | 273776 | -29275 | -63361 |
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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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