Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280700.7049 | 40155.3871 | 240545.3178 | 381653.9943 | 33980.1135 | 347673.8808 |
Total P&L (%) | 280.7007 | 40.1554 | 240.5453 | 381.654 | 33.9801 | 347.6739 |
Avg Daily Profit (%) | 0.1901 | 0.0272 | 0.1629 | 0.1065 | 0.0198 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99580 | -66760 | -99374 | -411125 | -221073 | -372853 |
Profit Factor | 1.5162 | 1.1723 | 1.7741 | 1.2416 | 1.0521 | 1.3749 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 56.129 | 48.7179 | 63.6364 | 56.129 | 48.7179 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1851 | 1.234 | 1.0138 | 0.9704 | 1.1075 | 0.7857 |
Largest Winning Trade | 37774 | 28366 | 37774 | 117243 | 69548 | 117243 |
Largest Losing Trade | -45881 | -25060 | -45881 | -206232 | -85065 | -206232 |
Avg Bars in Trades | 34 | 18 | 49 | 34 | 18 | 49 |
Avg Bars in Winners | 29 | 16 | 40 | 29 | 16 | 40 |
Avg Bars in Losers | 39 | 21 | 65 | 39 | 21 | 65 |
Bars Traded | 5278 | 1471 | 3808 | 5278 | 1471 | 3808 |
Profit Streak | 90.016 | 101.016 | 0 | 90.016 | 101.016 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399837 | -223495 | -30355 | -50567 | -366097 | -98442 |
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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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