Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102088.2612 | 71962.9952 | 30125.266 | 82296.5939 | 50269.05 | 32027.5439 |
Total P&L (%) | 102.0883 | 71.963 | 30.1253 | 82.2966 | 50.2691 | 32.0275 |
Avg Daily Profit (%) | 0.392 | 0.2763 | 0.1157 | 0.2308 | 0.1565 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67752 | -33159 | -54624 | -95426 | -51548 | -78295 |
Profit Factor | 1.3064 | 1.4757 | 1.1656 | 1.1989 | 1.2586 | 1.146 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 60.3774 | 58.2278 | 62.5 | 60.3774 | 58.2278 | 62.5 |
Ratio Avg Win / Avg Loss | 0.8573 | 1.0587 | 0.6994 | 0.7868 | 0.9029 | 0.6876 |
Largest Winning Trade | 37018 | 37018 | 12513 | 35663 | 35663 | 13120 |
Largest Losing Trade | -26415 | -26415 | -26350 | -36808 | -31318 | -36808 |
Avg Bars in Trades | 155 | 143 | 166 | 155 | 143 | 166 |
Avg Bars in Winners | 131 | 120 | 141 | 131 | 120 | 141 |
Avg Bars in Losers | 192 | 176 | 209 | 192 | 176 | 209 |
Bars Traded | 24715 | 11357 | 13358 | 24715 | 11357 | 13358 |
Profit Streak | 4.0794 | 0 | 11.9961 | 4.0794 | 0 | 11.9961 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300792 | -17578 | -99118 | 184387 | -22910 | -132462 |
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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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