Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101032.9392 | 25049.0269 | 75983.9123 | 86566.4059 | -8380.7461 | 94947.152 |
Total P&L (%) | 101.0329 | 25.049 | 75.9839 | 86.5664 | -8.3807 | 94.9472 |
Avg Daily Profit (%) | 0.1526 | 0.0378 | 0.1148 | 0.0942 | -0.0132 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49913 | -51589 | -32553 | -67750 | -65920 | -41463 |
Profit Factor | 1.3487 | 1.1402 | 1.6844 | 1.2297 | 0.9644 | 1.6702 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 51.1628 | 43.75 | 58.4615 | 51.1628 | 43.75 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.2874 | 1.4659 | 1.1968 | 1.1738 | 1.2399 | 1.1867 |
Largest Winning Trade | 33632 | 33632 | 23112 | 34348 | 34348 | 33041 |
Largest Losing Trade | -23706 | -15163 | -23706 | -35636 | -28794 | -35636 |
Avg Bars in Trades | 120 | 151 | 89 | 120 | 151 | 89 |
Avg Bars in Winners | 153 | 212 | 110 | 153 | 212 | 110 |
Avg Bars in Losers | 85 | 104 | 60 | 85 | 104 | 60 |
Bars Traded | 15538 | 9722 | 5816 | 15538 | 9722 | 5816 |
Profit Streak | 406.6041 | 0 | 414.6875 | 406.6041 | 0 | 414.6875 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307992 | -354260 | -167447 | -66547 | -721120 | -185991 |
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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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