Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136805.774 | 96749.0271 | 40056.747 | 117565.0447 | 66266.1258 | 51298.9189 |
Total P&L (%) | 136.8058 | 96.749 | 40.0567 | 117.565 | 66.2661 | 51.2989 |
Avg Daily Profit (%) | 0.2627 | 0.1858 | 0.0769 | 0.1494 | 0.0977 | 0.0795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85688 | -62509 | -48090 | -188504 | -157762 | -87020 |
Profit Factor | 1.2165 | 1.3123 | 1.1244 | 1.1177 | 1.1273 | 1.1072 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 157 | 82 | 75 | 157 | 82 | 75 |
Losing Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Profitability (%) | 49.8413 | 51.8987 | 47.7707 | 49.8413 | 51.8987 | 47.7707 |
Ratio Avg Win / Avg Loss | 1.2242 | 1.2163 | 1.2293 | 1.1248 | 1.0448 | 1.2105 |
Largest Winning Trade | 25995 | 25631 | 25995 | 44031 | 33002 | 44031 |
Largest Losing Trade | -22132 | -22132 | -19062 | -41067 | -41067 | -26221 |
Avg Bars in Trades | 77 | 82 | 73 | 77 | 82 | 73 |
Avg Bars in Winners | 90 | 88 | 94 | 90 | 88 | 94 |
Avg Bars in Losers | 65 | 76 | 54 | 65 | 76 | 54 |
Bars Traded | 24543 | 13014 | 11530 | 24543 | 13014 | 11530 |
Profit Streak | 2.0466 | 21.7341 | 0 | 2.0466 | 21.7341 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241743 | 332683 | -177379 | -85777 | -141758 | -191798 |
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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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