Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100061.069 | 73693.0098 | 26368.0592 | 64636.782 | 85550.1148 | -20913.3327 |
Total P&L (%) | 100.0611 | 73.693 | 26.3681 | 64.6368 | 85.5501 | -20.9133 |
Avg Daily Profit (%) | 0.3757 | 0.2767 | 0.099 | 0.1874 | 0.2324 | -0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72043 | -37348 | -61294 | -119280 | -47556 | -102119 |
Profit Factor | 1.2487 | 1.4017 | 1.1205 | 1.1414 | 1.4407 | 0.9204 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Losing Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Profitability (%) | 44.8718 | 48.7179 | 41.0256 | 44.8718 | 48.7179 | 41.0256 |
Ratio Avg Win / Avg Loss | 1.5341 | 1.4754 | 1.6107 | 1.4023 | 1.5165 | 1.3231 |
Largest Winning Trade | 30316 | 30316 | 25263 | 51485 | 51485 | 29047 |
Largest Losing Trade | -23417 | -11619 | -23417 | -38125 | -18036 | -38125 |
Avg Bars in Trades | 80 | 79 | 81 | 80 | 79 | 81 |
Avg Bars in Winners | 106 | 103 | 111 | 106 | 103 | 111 |
Avg Bars in Losers | 59 | 56 | 61 | 59 | 56 | 61 |
Bars Traded | 12559 | 6173 | 6386 | 12559 | 6173 | 6386 |
Profit Streak | 277.1859 | 277.1859 | 278.0817 | 277.1859 | 277.1859 | 278.0817 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303113 | -26762 | -189878 | -59377 | -25792 | -617847 |
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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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