Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307531.937 | 118244.603 | 189287.3341 | 66400.1362 | 3828.2074 | 62571.9288 |
Total P&L (%) | 307.5319 | 118.2446 | 189.2873 | 66.4001 | 3.8282 | 62.5719 |
Avg Daily Profit (%) | 0.2087 | 0.0802 | 0.1284 | 0.0346 | 0.0025 | 0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121148 | -152097 | -70466 | -168294 | -118484 | -116243 |
Profit Factor | 1.4001 | 1.2475 | 1.6509 | 1.0888 | 1.0092 | 1.1894 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 78 | 31 | 47 | 78 | 31 | 47 |
Losing Trades | 77 | 46 | 31 | 77 | 46 | 31 |
Profitability (%) | 50.3226 | 40.2597 | 60.2564 | 50.3226 | 40.2597 | 60.2564 |
Ratio Avg Win / Avg Loss | 1.3822 | 1.8511 | 1.0889 | 1.0748 | 1.4975 | 0.7845 |
Largest Winning Trade | 139674 | 139674 | 36582 | 117234 | 117234 | 29741 |
Largest Losing Trade | -32994 | -32994 | -28871 | -58057 | -39403 | -58057 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 33 | 39 | 29 | 33 | 39 | 29 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 4150 | 2217 | 1933 | 4150 | 2217 | 1933 |
Profit Streak | 8.0848 | 0 | 13.0848 | 8.0848 | 0 | 13.0848 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367086 | -130416 | -51494 | -268027 | -611096 | -195142 |
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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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