Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123864.7534 | 56703.2524 | 67161.501 | 82864.2472 | 60732.1266 | 22132.1205 |
Total P&L (%) | 123.8648 | 56.7033 | 67.1615 | 82.8642 | 60.7321 | 22.1321 |
Avg Daily Profit (%) | 0.2378 | 0.1089 | 0.129 | 0.116 | 0.0912 | 0.0384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51597 | -38268 | -54130 | -102214 | -42413 | -83009 |
Profit Factor | 1.3395 | 1.3179 | 1.3601 | 1.1746 | 1.2874 | 1.084 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 51.2658 | 49.3671 | 53.1646 | 51.2658 | 49.3671 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.2733 | 1.3517 | 1.1982 | 1.1166 | 1.3204 | 0.955 |
Largest Winning Trade | 26924 | 26924 | 20971 | 29127 | 27638 | 29127 |
Largest Losing Trade | -45685 | -20219 | -45685 | -73140 | -20745 | -73140 |
Avg Bars in Trades | 155 | 154 | 156 | 155 | 154 | 156 |
Avg Bars in Winners | 133 | 144 | 123 | 133 | 144 | 123 |
Avg Bars in Losers | 178 | 164 | 193 | 178 | 164 | 193 |
Bars Traded | 24568 | 12219 | 12349 | 24568 | 12219 | 12349 |
Profit Streak | 10.2514 | 10.2514 | 17.7306 | 10.2514 | 10.2514 | 17.7306 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352557 | -75453 | -46659 | -65183 | -98987 | -302892 |
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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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