Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185213.2374 | 97497.8484 | 87715.389 | 313281.919 | 153478.9495 | 159802.9695 |
Total P&L (%) | 185.2132 | 97.4978 | 87.7154 | 313.2819 | 153.4789 | 159.803 |
Avg Daily Profit (%) | 0.3556 | 0.1872 | 0.1684 | 0.2728 | 0.1787 | 0.1835 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41270 | -52625 | -17564 | -127390 | -154942 | -70896 |
Profit Factor | 1.5726 | 1.5512 | 1.5985 | 1.3696 | 1.3129 | 1.4475 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 42.9487 | 38.4615 | 47.4359 | 42.9487 | 38.4615 | 47.4359 |
Ratio Avg Win / Avg Loss | 2.089 | 2.4819 | 1.7713 | 1.8193 | 2.1006 | 1.604 |
Largest Winning Trade | 33497 | 33497 | 21805 | 109053 | 109053 | 49667 |
Largest Losing Trade | -11771 | -10464 | -11771 | -34838 | -34838 | -29682 |
Avg Bars in Trades | 155 | 149 | 161 | 155 | 149 | 161 |
Avg Bars in Winners | 239 | 245 | 235 | 239 | 245 | 235 |
Avg Bars in Losers | 92 | 89 | 95 | 92 | 89 | 95 |
Bars Traded | 24306 | 11691 | 12614 | 24306 | 11691 | 12614 |
Profit Streak | 0 | 13.6423 | 0 | 0 | 13.6423 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335461 | -28672 | -25654 | 265326 | -30200 | -26447 |
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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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