Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60620.2221 | 30450.863 | 30169.359 | 43577.1819 | 12721.3703 | 30855.8116 |
Total P&L (%) | 60.6202 | 30.4509 | 30.1694 | 43.5772 | 12.7214 | 30.8558 |
Avg Daily Profit (%) | 0.2328 | 0.1169 | 0.1158 | 0.139 | 0.046 | 0.1033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54110 | -66894 | -7750 | -50391 | -63473 | -7595 |
Profit Factor | 1.276 | 1.1758 | 1.6499 | 1.2053 | 1.0754 | 1.7081 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 54.1935 | 48.0519 | 60.2564 | 54.1935 | 48.0519 | 60.2564 |
Ratio Avg Win / Avg Loss | 1.0785 | 1.2711 | 1.0882 | 1.0188 | 1.1626 | 1.1266 |
Largest Winning Trade | 40477 | 40477 | 6021 | 30002 | 30002 | 5672 |
Largest Losing Trade | -15544 | -15544 | -4378 | -17338 | -17338 | -4766 |
Avg Bars in Trades | 155 | 288 | 24 | 155 | 288 | 24 |
Avg Bars in Winners | 145 | 301 | 23 | 145 | 301 | 23 |
Avg Bars in Losers | 167 | 276 | 26 | 167 | 276 | 26 |
Bars Traded | 24099 | 22195 | 1905 | 24099 | 22195 | 1905 |
Profit Streak | 10.6092 | 10.6196 | 10.6092 | 10.6092 | 10.6196 | 10.6092 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315063 | -110140 | -72017 | -8347 | -393167 | -88548 |
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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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