Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166691.0841 | 97414.9171 | 69276.167 | 230429.5097 | 143808.9567 | 86620.553 |
Total P&L (%) | 166.6911 | 97.4149 | 69.2762 | 230.4295 | 143.809 | 86.6206 |
Avg Daily Profit (%) | 0.32 | 0.187 | 0.133 | 0.2297 | 0.1713 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56810 | -43281 | -37165 | -121186 | -84261 | -110556 |
Profit Factor | 1.4105 | 1.448 | 1.3673 | 1.2927 | 1.347 | 1.2323 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 47.0968 | 47.4359 | 46.7532 | 47.0968 | 47.4359 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.5844 | 1.6045 | 1.5572 | 1.4521 | 1.4927 | 1.4035 |
Largest Winning Trade | 30045 | 30045 | 17240 | 67607 | 67607 | 42669 |
Largest Losing Trade | -13009 | -12351 | -13009 | -36425 | -36425 | -29581 |
Avg Bars in Trades | 158 | 168 | 147 | 158 | 168 | 147 |
Avg Bars in Winners | 205 | 218 | 192 | 205 | 218 | 192 |
Avg Bars in Losers | 116 | 123 | 108 | 116 | 123 | 108 |
Bars Traded | 24541 | 13173 | 11368 | 24541 | 13173 | 11368 |
Profit Streak | 8.4841 | 17.8591 | 0 | 8.4841 | 17.8591 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370913 | -25348 | -57689 | 277213 | -27210 | -77108 |
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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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