Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78038.3414 | 34140.9489 | 43897.3924 | -322.0191 | 57354.1183 | -57676.1374 |
Total P&L (%) | 78.0383 | 34.1409 | 43.8974 | -0.322 | 57.3541 | -57.6761 |
Avg Daily Profit (%) | 0.2997 | 0.1311 | 0.1686 | -0.0012 | 0.1742 | -0.3296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93267 | -10050 | -90213 | -261666 | -26007 | -251831 |
Profit Factor | 1.3406 | 1.899 | 1.2296 | 0.9994 | 1.8068 | 0.8684 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 61.6352 | 60 | 63.2911 | 61.6352 | 60 | 63.2911 |
Ratio Avg Win / Avg Loss | 0.8344 | 1.266 | 0.7132 | 0.6221 | 1.2046 | 0.5036 |
Largest Winning Trade | 22900 | 10184 | 22900 | 55533 | 30353 | 55533 |
Largest Losing Trade | -74105 | -3881 | -74105 | -201363 | -10375 | -201363 |
Avg Bars in Trades | 149 | 11 | 289 | 149 | 11 | 289 |
Avg Bars in Winners | 135 | 11 | 254 | 135 | 11 | 254 |
Avg Bars in Losers | 172 | 12 | 348 | 172 | 12 | 348 |
Bars Traded | 23783 | 952 | 22831 | 23783 | 952 | 22831 |
Profit Streak | 6.6922 | 6.6922 | 9.4735 | 6.6922 | 6.6922 | 9.4735 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349615 | -35817 | -21301 | -578204 | -8965 | -605543 |
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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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