Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302436.3 | 113134.5117 | 189301.7883 | -17312.1754 | -5758.7532 | -11553.4222 |
Total P&L (%) | 302.4363 | 113.1345 | 189.3018 | -17.3122 | -5.7588 | -11.5534 |
Avg Daily Profit (%) | 0.1821 | 0.0681 | 0.114 | -0.0114 | -0.0036 | -0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163369 | -85788 | -148212 | -170252 | -80969 | -129758 |
Profit Factor | 1.3237 | 1.2422 | 1.4053 | 0.9652 | 0.9759 | 0.9554 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 46.4968 | 39.2405 | 53.8462 | 46.4968 | 39.2405 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5232 | 1.9234 | 1.2045 | 1.1107 | 1.5111 | 0.8189 |
Largest Winning Trade | 68804 | 68804 | 48406 | 53366 | 42381 | 53366 |
Largest Losing Trade | -82411 | -30020 | -82411 | -114706 | -53689 | -114706 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 20 | 22 | 16 | 20 | 22 | 16 |
Bars Traded | 4842 | 2511 | 2331 | 4842 | 2511 | 2331 |
Profit Streak | 24.8396 | 25.1729 | 0 | 24.8396 | 25.1729 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317225 | -131729 | -73772 | -579107 | -608599 | -614459 |
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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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