Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100395.3697 | 55239.922 | 45155.4477 | 68378.9731 | 37601.8824 | 30777.0906 |
Total P&L (%) | 100.3954 | 55.2399 | 45.1554 | 68.379 | 37.6019 | 30.7771 |
Avg Daily Profit (%) | 0.1928 | 0.1061 | 0.0867 | 0.1001 | 0.0613 | 0.0515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67920 | -43898 | -63373 | -77422 | -51530 | -59465 |
Profit Factor | 1.2746 | 1.3059 | 1.244 | 1.1806 | 1.2075 | 1.1559 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 62.987 | 59.7403 | 66.2338 | 62.987 | 59.7403 | 66.2338 |
Ratio Avg Win / Avg Loss | 0.749 | 0.88 | 0.6342 | 0.6937 | 0.8137 | 0.5893 |
Largest Winning Trade | 19925 | 17319 | 19925 | 20495 | 11785 | 20495 |
Largest Losing Trade | -31342 | -24054 | -31342 | -46132 | -27156 | -46132 |
Avg Bars in Trades | 157 | 167 | 148 | 157 | 167 | 148 |
Avg Bars in Winners | 105 | 115 | 97 | 105 | 115 | 97 |
Avg Bars in Losers | 246 | 244 | 249 | 246 | 244 | 249 |
Bars Traded | 24312 | 12881 | 11431 | 24312 | 12881 | 11431 |
Profit Streak | 7.7661 | 40.3286 | 0 | 7.7661 | 40.3286 | 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 | 303092 | -93312 | -121041 | -80419 | -155039 | -218010 |
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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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