Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221673.0174 | 196405.7663 | 25267.2511 | 130620.1264 | 91710.5447 | 38909.5818 |
Total P&L (%) | 221.673 | 196.4058 | 25.2673 | 130.6201 | 91.7105 | 38.9096 |
Avg Daily Profit (%) | 0.2128 | 0.1886 | 0.0243 | 0.0803 | 0.0625 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88024 | -80115 | -27534 | -249866 | -249646 | -83599 |
Profit Factor | 1.4591 | 1.5459 | 1.2053 | 1.121 | 1.1094 | 1.1612 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Profitability (%) | 55.6291 | 58.6667 | 52.6316 | 55.6291 | 58.6667 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.1638 | 1.0892 | 1.0847 | 0.8941 | 0.7816 | 1.045 |
Largest Winning Trade | 80166 | 80166 | 13884 | 117048 | 117048 | 30900 |
Largest Losing Trade | -51985 | -51985 | -15030 | -225978 | -225978 | -47775 |
Avg Bars in Trades | 150 | 278 | 24 | 150 | 278 | 24 |
Avg Bars in Winners | 95 | 160 | 24 | 95 | 160 | 24 |
Avg Bars in Losers | 219 | 446 | 24 | 219 | 446 | 24 |
Bars Traded | 22778 | 20915 | 1863 | 22778 | 20915 | 1863 |
Profit Streak | 48.9278 | 0 | 67.9278 | 48.9278 | 0 | 67.9278 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391332 | -46446 | -212769 | -172817 | -266854 | -244585 |
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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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