Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130818.336 | 25736.7915 | 105081.5445 | 85614.662 | -51065.3182 | 136679.9802 |
Total P&L (%) | 130.8183 | 25.7368 | 105.0815 | 85.6147 | -51.0653 | 136.68 |
Avg Daily Profit (%) | 0.2512 | 0.0494 | 0.2018 | 0.1188 | -0.1371 | 0.1656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57392 | -64443 | -45783 | -105683 | -115689 | -53505 |
Profit Factor | 1.2828 | 1.1071 | 1.4726 | 1.1429 | 0.8444 | 1.5045 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 48.1928 | 46.988 | 49.3976 | 48.1928 | 46.988 | 49.3976 |
Ratio Avg Win / Avg Loss | 1.379 | 1.2491 | 1.5085 | 1.2286 | 0.9527 | 1.5412 |
Largest Winning Trade | 30648 | 25801 | 30648 | 36608 | 25391 | 36608 |
Largest Losing Trade | -37210 | -37210 | -27123 | -75282 | -75282 | -32454 |
Avg Bars in Trades | 149 | 155 | 142 | 149 | 155 | 142 |
Avg Bars in Winners | 158 | 162 | 154 | 158 | 162 | 154 |
Avg Bars in Losers | 140 | 150 | 130 | 140 | 150 | 130 |
Bars Traded | 24736 | 12943 | 11793 | 24736 | 12943 | 11793 |
Profit Streak | 11.09 | 21.6108 | 11.09 | 11.09 | 21.6108 | 11.09 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314212 | -234135 | 338049 | -97031 | -581801 | 333938 |
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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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