Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49051.1751 | 7804.3922 | 41246.7829 | 58391.3139 | 5235.185 | 53156.1289 |
Total P&L (%) | 49.0512 | 7.8044 | 41.2468 | 58.3913 | 5.2352 | 53.1561 |
Avg Daily Profit (%) | 0.9418 | 0.1499 | 0.792 | 0.887 | 0.098 | 0.8219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12152 | -13290 | -7922 | -17643 | -19563 | -11510 |
Profit Factor | 1.5837 | 1.1989 | 1.9209 | 1.4936 | 1.0938 | 1.8508 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 52.8662 | 50.6329 | 55.1282 | 52.8662 | 50.6329 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.412 | 1.1689 | 1.5635 | 1.3317 | 1.0665 | 1.5064 |
Largest Winning Trade | 7989 | 7989 | 6041 | 8840 | 8840 | 8208 |
Largest Losing Trade | -5362 | -4544 | -5362 | -7781 | -6660 | -7781 |
Avg Bars in Trades | 151 | 63 | 241 | 151 | 63 | 241 |
Avg Bars in Winners | 124 | 61 | 183 | 124 | 61 | 183 |
Avg Bars in Losers | 182 | 64 | 314 | 182 | 64 | 314 |
Bars Traded | 23849 | 4979 | 18870 | 23849 | 4979 | 18870 |
Profit Streak | 0 | 0 | 6.1064 | 0 | 0 | 6.1064 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446747 | -189210 | -20464 | 448394 | -374153 | -19524 |
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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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