Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187347.3755 | 26082.4791 | 161264.8964 | 71999.1862 | -74704.6119 | 146703.7981 |
Total P&L (%) | 187.3474 | 26.0825 | 161.2649 | 71.9992 | -74.7046 | 146.7038 |
Avg Daily Profit (%) | 0.1822 | 0.0254 | 0.1569 | 0.0528 | -0.1336 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73666 | -102189 | -61998 | -176103 | -176729 | -112665 |
Profit Factor | 1.2917 | 1.071 | 1.5866 | 1.0682 | 0.8769 | 1.3266 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 60.7843 | 54.5455 | 67.1053 | 60.7843 | 54.5455 | 67.1053 |
Ratio Avg Win / Avg Loss | 0.8334 | 0.8925 | 0.7777 | 0.6891 | 0.7308 | 0.6503 |
Largest Winning Trade | 40464 | 40464 | 29241 | 45882 | 45882 | 28455 |
Largest Losing Trade | -38466 | -35199 | -38466 | -112665 | -63437 | -112665 |
Avg Bars in Trades | 158 | 147 | 170 | 158 | 147 | 170 |
Avg Bars in Winners | 122 | 110 | 133 | 122 | 110 | 133 |
Avg Bars in Losers | 214 | 192 | 244 | 214 | 192 | 244 |
Bars Traded | 24304 | 11384 | 12920 | 24304 | 11384 | 12920 |
Profit Streak | 8.7639 | 15.8472 | 0 | 8.7639 | 15.8472 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313389 | -347299 | -39541 | -266789 | -621567 | -124019 |
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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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