Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219527.587 | 88520.5434 | 131007.0437 | 256594.6452 | 85968.9967 | 170625.6485 |
Total P&L (%) | 219.5276 | 88.5205 | 131.007 | 256.5946 | 85.969 | 170.6256 |
Avg Daily Profit (%) | 0.2108 | 0.085 | 0.1258 | 0.1221 | 0.0596 | 0.0956 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93107 | -75191 | -79634 | -105162 | -68236 | -102972 |
Profit Factor | 1.4124 | 1.3008 | 1.5502 | 1.4213 | 1.25 | 1.6434 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 58.2278 | 55.6962 | 60.7595 | 58.2278 | 55.6962 | 60.7595 |
Ratio Avg Win / Avg Loss | 1.0132 | 1.0347 | 1.0012 | 1.0196 | 0.9943 | 1.0613 |
Largest Winning Trade | 56532 | 56532 | 25790 | 39831 | 39831 | 32824 |
Largest Losing Trade | -28100 | -28100 | -26852 | -44622 | -44622 | -36530 |
Avg Bars in Trades | 154 | 164 | 143 | 154 | 164 | 143 |
Avg Bars in Winners | 111 | 117 | 107 | 111 | 117 | 107 |
Avg Bars in Losers | 213 | 224 | 200 | 213 | 224 | 200 |
Bars Traded | 24397 | 13028 | 11369 | 24397 | 13028 | 11369 |
Profit Streak | 6.377 | 0 | 72.4187 | 6.377 | 0 | 72.4187 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398511 | -105625 | -47256 | -26545 | -141474 | -87066 |
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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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