Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277245.9903 | 173754.1983 | 103491.792 | 715124.5482 | 590001.9744 | 125122.5737 |
Total P&L (%) | 277.246 | 173.7542 | 103.4918 | 715.1245 | 590.002 | 125.1226 |
Avg Daily Profit (%) | 0.5323 | 0.3336 | 0.1987 | 0.4037 | 0.3715 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34796 | -32635 | -30176 | -330431 | -162695 | -280121 |
Profit Factor | 1.8633 | 2.0912 | 1.6391 | 1.4161 | 1.6913 | 1.1446 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 43.7086 | 40.7895 | 46.6667 | 43.7086 | 40.7895 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3997 | 3.0356 | 1.8733 | 1.8237 | 2.4551 | 1.3081 |
Largest Winning Trade | 55957 | 55957 | 32876 | 263767 | 263767 | 197859 |
Largest Losing Trade | -13590 | -13382 | -13590 | -87473 | -82283 | -87473 |
Avg Bars in Trades | 162 | 153 | 171 | 162 | 153 | 171 |
Avg Bars in Winners | 264 | 250 | 276 | 264 | 250 | 276 |
Avg Bars in Losers | 83 | 86 | 80 | 83 | 86 | 80 |
Bars Traded | 24561 | 11669 | 12892 | 24561 | 11669 | 12892 |
Profit Streak | 10.4832 | 33.6082 | 0 | 10.4832 | 33.6082 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447331 | -39875 | -48109 | 363990 | -39906 | -113045 |
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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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