Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387753.1102 | 278343.6862 | 109409.424 | 485202.8376 | 306686.3455 | 178516.4921 |
Total P&L (%) | 387.7531 | 278.3437 | 109.4094 | 485.2028 | 306.6863 | 178.5165 |
Avg Daily Profit (%) | 0.3722 | 0.2672 | 0.105 | 0.1698 | 0.1348 | 0.0984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107318 | -94869 | -65436 | -1406565 | -1119338 | -487306 |
Profit Factor | 1.6531 | 1.8479 | 1.4122 | 1.1065 | 1.1191 | 1.0901 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 37.4194 | 35.0649 | 39.7436 | 37.4194 | 35.0649 | 39.7436 |
Ratio Avg Win / Avg Loss | 2.7647 | 3.422 | 2.1412 | 1.8505 | 2.0725 | 1.6527 |
Largest Winning Trade | 150752 | 150752 | 29571 | 936567 | 936567 | 319608 |
Largest Losing Trade | -21148 | -21148 | -13680 | -230151 | -230151 | -138810 |
Avg Bars in Trades | 158 | 141 | 176 | 158 | 141 | 176 |
Avg Bars in Winners | 295 | 269 | 317 | 295 | 269 | 317 |
Avg Bars in Losers | 77 | 71 | 83 | 77 | 71 | 83 |
Bars Traded | 24619 | 10864 | 13755 | 24619 | 10864 | 13755 |
Profit Streak | 14.5565 | 0 | 18.0565 | 14.5565 | 0 | 18.0565 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314442 | -36064 | -88763 | -98386 | -149245 | -219826 |
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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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