Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71152.3804 | 6569.5234 | 64582.857 | 68047.1006 | -2073.3458 | 70120.4464 |
Total P&L (%) | 71.1524 | 6.5695 | 64.5829 | 68.0471 | -2.0733 | 70.1204 |
Avg Daily Profit (%) | 0.2732 | 0.0252 | 0.248 | 0.1995 | -0.008 | 0.2042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37578 | -36301 | -22991 | -66199 | -39802 | -39341 |
Profit Factor | 1.3095 | 1.0435 | 1.8198 | 1.1945 | 0.9907 | 1.5477 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 66.2338 | 64.9351 | 67.5325 | 66.2338 | 64.9351 | 67.5325 |
Ratio Avg Win / Avg Loss | 0.6676 | 0.5635 | 0.8749 | 0.609 | 0.535 | 0.7441 |
Largest Winning Trade | 11123 | 8856 | 11123 | 17750 | 12983 | 17750 |
Largest Losing Trade | -29125 | -29125 | -15819 | -30373 | -30373 | -28331 |
Avg Bars in Trades | 160 | 166 | 155 | 160 | 166 | 155 |
Avg Bars in Winners | 101 | 90 | 112 | 101 | 90 | 112 |
Avg Bars in Losers | 276 | 306 | 244 | 276 | 306 | 244 |
Bars Traded | 24728 | 12785 | 11942 | 24728 | 12785 | 11942 |
Profit Streak | 4.3475 | 11.7017 | 4.3475 | 4.3475 | 11.7017 | 4.3475 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334580 | -538862 | -31890 | 66561 | -620310 | -32647 |
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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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