Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73024.691 | 24244.3373 | 48780.3537 | 78142.7213 | 31530.1239 | 46612.5974 |
Total P&L (%) | 73.0247 | 24.2443 | 48.7804 | 78.1427 | 31.5301 | 46.6126 |
Avg Daily Profit (%) | 0.2804 | 0.0931 | 0.1873 | 0.222 | 0.1053 | 0.147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35255 | -19824 | -32471 | -57562 | -23037 | -51122 |
Profit Factor | 1.4234 | 1.2846 | 1.5588 | 1.3211 | 1.2793 | 1.3572 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 63.3987 | 56.5789 | 70.1299 | 63.3987 | 56.5789 | 70.1299 |
Ratio Avg Win / Avg Loss | 0.8218 | 0.9859 | 0.6639 | 0.7627 | 0.9818 | 0.5781 |
Largest Winning Trade | 8124 | 8124 | 7893 | 11084 | 11084 | 9980 |
Largest Losing Trade | -24561 | -19824 | -24561 | -35034 | -23037 | -35034 |
Avg Bars in Trades | 157 | 168 | 146 | 157 | 168 | 146 |
Avg Bars in Winners | 98 | 109 | 89 | 98 | 109 | 89 |
Avg Bars in Losers | 260 | 245 | 282 | 260 | 245 | 282 |
Bars Traded | 24131 | 12814 | 11317 | 24131 | 12814 | 11317 |
Profit Streak | 9.2455 | 0 | 13.1935 | 9.2455 | 0 | 13.1935 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334432 | -124135 | -33790 | 293944 | -106820 | -39488 |
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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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