Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81485.4586 | 51046.4716 | 30438.987 | 76723.6416 | 62260.3536 | 14463.288 |
Total P&L (%) | 81.4855 | 51.0465 | 30.439 | 76.7236 | 62.2604 | 14.4633 |
Avg Daily Profit (%) | 0.5866 | 0.3675 | 0.2191 | 0.4108 | 0.3491 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36721 | -33558 | -28148 | -49250 | -32757 | -48462 |
Profit Factor | 1.3455 | 1.4151 | 1.2696 | 1.2639 | 1.4634 | 1.0925 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 64.4172 | 60.4938 | 68.2927 | 64.4172 | 60.4938 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.7432 | 0.9242 | 0.5895 | 0.6981 | 0.9557 | 0.5072 |
Largest Winning Trade | 29622 | 29622 | 10183 | 25522 | 25522 | 12647 |
Largest Losing Trade | -23233 | -16901 | -23233 | -40010 | -14920 | -40010 |
Avg Bars in Trades | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Winners | 67 | 58 | 75 | 67 | 58 | 75 |
Avg Bars in Losers | 99 | 110 | 86 | 99 | 110 | 86 |
Bars Traded | 12845 | 6387 | 6458 | 12845 | 6387 | 6458 |
Profit Streak | 140.1955 | 0 | 140.2476 | 140.1955 | 0 | 140.2476 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400782 | -5191 | -75 | 328724 | -4306 | -213493 |
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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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