Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107073.626 | 43812.1948 | 63261.4312 | 127977.9953 | 59823.1802 | 68154.815 |
Total P&L (%) | 107.0736 | 43.8122 | 63.2614 | 127.978 | 59.8232 | 68.1548 |
Avg Daily Profit (%) | 0.4112 | 0.1682 | 0.2429 | 0.3169 | 0.1802 | 0.1998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26679 | -32654 | -30015 | -58749 | -41428 | -65697 |
Profit Factor | 1.4271 | 1.3222 | 1.5515 | 1.3008 | 1.258 | 1.3519 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 52.4691 | 50.6173 | 54.321 | 52.4691 | 50.6173 | 54.321 |
Ratio Avg Win / Avg Loss | 1.2928 | 1.2899 | 1.3046 | 1.1783 | 1.2274 | 1.1368 |
Largest Winning Trade | 25826 | 25826 | 20607 | 45364 | 45364 | 20343 |
Largest Losing Trade | -11207 | -11207 | -10672 | -21868 | -21868 | -18429 |
Avg Bars in Trades | 151 | 152 | 150 | 151 | 152 | 150 |
Avg Bars in Winners | 190 | 175 | 205 | 190 | 175 | 205 |
Avg Bars in Losers | 107 | 128 | 85 | 107 | 128 | 85 |
Bars Traded | 24533 | 12344 | 12189 | 24533 | 12344 | 12189 |
Profit Streak | 3.2947 | 0 | 17.2843 | 3.2947 | 0 | 17.2843 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330831 | -7588 | -2156 | 274050 | -6672 | -3418 |
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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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