Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115628.0713 | 47894.927 | 67733.1443 | 73020.1397 | -7480.9671 | 80501.1068 |
Total P&L (%) | 115.6281 | 47.8949 | 67.7331 | 73.0201 | -7.481 | 80.5011 |
Avg Daily Profit (%) | 0.222 | 0.092 | 0.13 | 0.1053 | -0.0149 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107864 | -61623 | -71583 | -89545 | -70938 | -51014 |
Profit Factor | 1.2765 | 1.2228 | 1.3333 | 1.1986 | 0.9648 | 1.5189 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 58.2822 | 55.5556 | 60.9756 | 58.2822 | 55.5556 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.9137 | 0.9783 | 0.8533 | 0.8579 | 0.7719 | 0.9721 |
Largest Winning Trade | 25140 | 25140 | 19024 | 23108 | 23108 | 15530 |
Largest Losing Trade | -36791 | -29517 | -36791 | -25339 | -25339 | -24973 |
Avg Bars in Trades | 150 | 150 | 150 | 150 | 150 | 150 |
Avg Bars in Winners | 137 | 136 | 137 | 137 | 136 | 137 |
Avg Bars in Losers | 169 | 168 | 169 | 169 | 168 | 169 |
Bars Traded | 24532 | 12217 | 12315 | 24532 | 12217 | 12315 |
Profit Streak | 21.7035 | 22.016 | 21.7035 | 21.7035 | 22.016 | 21.7035 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325449 | -84109 | -22798 | -53200 | -591118 | -43638 |
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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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