Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133071.666 | 49535.9968 | 83535.6692 | 148917.764 | 57038.0521 | 91879.7119 |
Total P&L (%) | 133.0717 | 49.536 | 83.5357 | 148.9178 | 57.0381 | 91.8797 |
Avg Daily Profit (%) | 0.2555 | 0.0951 | 0.1604 | 0.1752 | 0.0867 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73579 | -16126 | -77971 | -97824 | -21863 | -95138 |
Profit Factor | 1.488 | 1.5694 | 1.4498 | 1.3878 | 1.4741 | 1.3485 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 73.2484 | 68.3544 | 78.2051 | 73.2484 | 68.3544 | 78.2051 |
Ratio Avg Win / Avg Loss | 0.5434 | 0.7266 | 0.404 | 0.5069 | 0.6825 | 0.3758 |
Largest Winning Trade | 18020 | 6071 | 18020 | 15030 | 8713 | 15030 |
Largest Losing Trade | -42821 | -16047 | -42821 | -48887 | -20600 | -48887 |
Avg Bars in Trades | 153 | 42 | 265 | 153 | 42 | 265 |
Avg Bars in Winners | 75 | 24 | 121 | 75 | 24 | 121 |
Avg Bars in Losers | 365 | 82 | 782 | 365 | 82 | 782 |
Bars Traded | 24079 | 3385 | 20694 | 24079 | 3385 | 20694 |
Profit Streak | 0 | 0 | 13.2012 | 0 | 0 | 13.2012 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393438 | -92173 | -23398 | 346718 | -103471 | -57166 |
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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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