Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210274.2969 | 5110.8648 | 205163.4321 | 74941.3061 | -85123.1231 | 160064.4292 |
Total P&L (%) | 210.2743 | 5.1109 | 205.1634 | 74.9413 | -85.1231 | 160.0644 |
Avg Daily Profit (%) | 0.2036 | 0.0049 | 0.1986 | 0.0542 | -0.1843 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134473 | -149151 | -66655 | -290860 | -228804 | -169804 |
Profit Factor | 1.3864 | 1.0142 | 2.1095 | 1.0734 | 0.8651 | 1.4102 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 77.6316 | 73.6842 | 81.5789 | 77.6316 | 73.6842 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.3995 | 0.3622 | 0.4763 | 0.3093 | 0.309 | 0.3184 |
Largest Winning Trade | 30323 | 28816 | 30323 | 41772 | 39368 | 41772 |
Largest Losing Trade | -66655 | -39597 | -66655 | -169804 | -95494 | -169804 |
Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Winners | 10 | 7 | 13 | 10 | 7 | 13 |
Avg Bars in Losers | 48 | 53 | 40 | 48 | 53 | 40 |
Bars Traded | 2897 | 1501 | 1396 | 2897 | 1501 | 1396 |
Profit Streak | 40.9704 | 40.9704 | 61.6371 | 40.9704 | 40.9704 | 61.6371 |
Trades During Streak | 19 | 9 | 13 | 19 | 9 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480843 | -602708 | -34304 | -255301 | -624955 | -113443 |
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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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