Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76204.1534 | 6875.9823 | 69328.171 | 75431.2107 | -13664.093 | 89095.3037 |
Total P&L (%) | 76.2042 | 6.876 | 69.3282 | 75.4312 | -13.6641 | 89.0953 |
Avg Daily Profit (%) | 0.2926 | 0.0264 | 0.2662 | 0.2161 | -0.0564 | 0.2449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32530 | -25380 | -23641 | -70666 | -53553 | -44591 |
Profit Factor | 1.3185 | 1.0459 | 1.7757 | 1.1786 | 0.9482 | 1.561 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 66.879 | 64.557 | 69.2308 | 66.879 | 64.557 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.653 | 0.5742 | 0.7892 | 0.5837 | 0.5206 | 0.6938 |
Largest Winning Trade | 14850 | 14850 | 11673 | 20581 | 20581 | 16395 |
Largest Losing Trade | -22710 | -22710 | -17645 | -35035 | -35035 | -32621 |
Avg Bars in Trades | 153 | 160 | 146 | 153 | 160 | 146 |
Avg Bars in Winners | 99 | 97 | 102 | 99 | 97 | 102 |
Avg Bars in Losers | 262 | 276 | 246 | 262 | 276 | 246 |
Bars Traded | 24158 | 12696 | 11462 | 24158 | 12696 | 11462 |
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 | 308103 | -521287 | -24351 | -16412 | -606966 | -25065 |
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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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