Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320082.0259 | 181572.8951 | 138509.1309 | 816228.5134 | 404069.3464 | 412159.167 |
Total P&L (%) | 320.082 | 181.5729 | 138.5091 | 816.2285 | 404.0693 | 412.1592 |
Avg Daily Profit (%) | 0.6146 | 0.3486 | 0.2659 | 0.4262 | 0.3111 | 0.3141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100729 | -63466 | -50099 | -690358 | -434093 | -324827 |
Profit Factor | 1.6735 | 1.7452 | 1.598 | 1.3337 | 1.3201 | 1.3483 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 34.1772 | 31.6456 | 36.7089 | 34.1772 | 31.6456 | 36.7089 |
Ratio Avg Win / Avg Loss | 3.223 | 3.7697 | 2.7551 | 2.5687 | 2.8514 | 2.3247 |
Largest Winning Trade | 59212 | 59212 | 27537 | 326808 | 326808 | 163028 |
Largest Losing Trade | -17909 | -17909 | -11632 | -132558 | -132558 | -99344 |
Avg Bars in Trades | 155 | 155 | 155 | 155 | 155 | 155 |
Avg Bars in Winners | 301 | 299 | 303 | 301 | 299 | 303 |
Avg Bars in Losers | 79 | 88 | 69 | 79 | 88 | 69 |
Bars Traded | 24567 | 12280 | 12287 | 24567 | 12280 | 12287 |
Profit Streak | 10.2197 | 0 | 10.9072 | 10.2197 | 0 | 10.9072 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327543 | -22464 | -20851 | 220907 | -24776 | -21965 |
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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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