Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257031.5438 | 174769.0111 | 82262.5327 | 287568.1936 | 311784.8502 | -24216.6567 |
Total P&L (%) | 257.0315 | 174.769 | 82.2625 | 287.5682 | 311.7849 | -24.2167 |
Avg Daily Profit (%) | 0.2468 | 0.1678 | 0.079 | 0.1301 | 0.136 | -0.0266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86666 | -52170 | -56681 | -292071 | -117375 | -232517 |
Profit Factor | 1.6015 | 1.8573 | 1.3681 | 1.2368 | 1.5762 | 0.964 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 40.3974 | 38.6667 | 42.1053 | 40.3974 | 38.6667 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.3629 | 2.946 | 1.8812 | 1.8248 | 2.5002 | 1.3255 |
Largest Winning Trade | 120032 | 120032 | 48967 | 173721 | 173721 | 105903 |
Largest Losing Trade | -21121 | -17772 | -21121 | -69968 | -66134 | -69968 |
Avg Bars in Trades | 160 | 148 | 172 | 160 | 148 | 172 |
Avg Bars in Winners | 258 | 249 | 266 | 258 | 249 | 266 |
Avg Bars in Losers | 94 | 84 | 104 | 94 | 84 | 104 |
Bars Traded | 24226 | 11122 | 13105 | 24226 | 11122 | 13105 |
Profit Streak | 37.9066 | 0 | 45.1982 | 37.9066 | 0 | 45.1982 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311547 | -50494 | -137866 | -20869 | -69995 | -631083 |
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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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