Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151783.3112 | 43455.609 | 108327.7021 | 157334.6164 | 60753.6917 | 96580.9247 |
Total P&L (%) | 151.7833 | 43.4556 | 108.3277 | 157.3346 | 60.7537 | 96.5809 |
Avg Daily Profit (%) | 0.2914 | 0.0834 | 0.208 | 0.1816 | 0.0912 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56377 | -55768 | -46866 | -64838 | -59457 | -48764 |
Profit Factor | 1.4453 | 1.2508 | 1.6464 | 1.3777 | 1.3138 | 1.4331 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 61.165 | 60.7843 | 61.5385 | 61.165 | 60.7843 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.9176 | 0.807 | 1.029 | 0.8747 | 0.8476 | 0.8957 |
Largest Winning Trade | 41671 | 31828 | 41671 | 30141 | 23906 | 30141 |
Largest Losing Trade | -32882 | -21477 | -32882 | -37312 | -25900 | -37312 |
Avg Bars in Trades | 236 | 220 | 251 | 236 | 220 | 251 |
Avg Bars in Winners | 163 | 153 | 173 | 163 | 153 | 173 |
Avg Bars in Losers | 351 | 326 | 376 | 351 | 326 | 376 |
Bars Traded | 24370 | 11269 | 13101 | 24370 | 11269 | 13101 |
Profit Streak | 11.4688 | 22.198 | 11.4688 | 11.4688 | 22.198 | 11.4688 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358207 | -264035 | -168799 | 309556 | -252018 | -198926 |
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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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