Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244985.8605 | 179693.6387 | 65292.2219 | 264942.0527 | 148918.0253 | 116024.0274 |
Total P&L (%) | 244.9859 | 179.6936 | 65.2922 | 264.9421 | 148.918 | 116.024 |
Avg Daily Profit (%) | 0.2352 | 0.1725 | 0.0627 | 0.1244 | 0.0876 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55787 | -51190 | -51735 | -154220 | -112535 | -87727 |
Profit Factor | 1.5093 | 1.7041 | 1.2891 | 1.2827 | 1.3018 | 1.2615 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 41.7722 | 39.2405 | 44.3038 | 41.7722 | 39.2405 | 44.3038 |
Ratio Avg Win / Avg Loss | 2.1038 | 2.6386 | 1.6206 | 1.788 | 2.0156 | 1.5859 |
Largest Winning Trade | 103593 | 103593 | 38517 | 123409 | 123409 | 88642 |
Largest Losing Trade | -27613 | -27613 | -15237 | -57177 | -41175 | -57177 |
Avg Bars in Trades | 153 | 137 | 169 | 153 | 137 | 169 |
Avg Bars in Winners | 213 | 173 | 248 | 213 | 173 | 248 |
Avg Bars in Losers | 110 | 113 | 106 | 110 | 113 | 106 |
Bars Traded | 24233 | 10848 | 13385 | 24233 | 10848 | 13385 |
Profit Streak | 21.9701 | 0 | 34.6784 | 21.9701 | 0 | 34.6784 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308629 | -20527 | -136599 | -27733 | -105961 | -121403 |
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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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