Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96975.0025 | 12892.455 | 84082.5474 | 130592.0327 | 14823.9016 | 115768.1311 |
Total P&L (%) | 96.975 | 12.8925 | 84.0825 | 130.592 | 14.8239 | 115.7681 |
Avg Daily Profit (%) | 0.3724 | 0.0495 | 0.3229 | 0.3213 | 0.0531 | 0.2957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30427 | -18006 | -24715 | -58013 | -26515 | -46026 |
Profit Factor | 1.6034 | 1.1717 | 1.9819 | 1.4904 | 1.1268 | 1.7752 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 57.8616 | 55 | 60.7595 | 57.8616 | 55 | 60.7595 |
Ratio Avg Win / Avg Loss | 1.1677 | 0.9586 | 1.28 | 1.0854 | 0.9219 | 1.1465 |
Largest Winning Trade | 11416 | 11416 | 10016 | 17971 | 11704 | 17971 |
Largest Losing Trade | -18573 | -18006 | -18573 | -35674 | -22140 | -35674 |
Avg Bars in Trades | 149 | 40 | 260 | 149 | 40 | 260 |
Avg Bars in Winners | 140 | 34 | 238 | 140 | 34 | 238 |
Avg Bars in Losers | 162 | 49 | 293 | 162 | 49 | 293 |
Bars Traded | 23818 | 3266 | 20552 | 23818 | 3266 | 20552 |
Profit Streak | 8.7646 | 8.7751 | 0 | 8.7646 | 8.7751 | 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 | 437193 | -255474 | -15355 | 397144 | -240017 | -15986 |
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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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