Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260283.4612 | 213245.4419 | 47038.0193 | 114502.5908 | 59778.6056 | 54723.9852 |
Total P&L (%) | 260.2835 | 213.2454 | 47.038 | 114.5026 | 59.7786 | 54.724 |
Avg Daily Profit (%) | 0.4997 | 0.4094 | 0.0903 | 0.1466 | 0.09 | 0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81758 | -62596 | -42250 | -191463 | -139782 | -94734 |
Profit Factor | 1.7907 | 2.1516 | 1.3266 | 1.2093 | 1.1927 | 1.2312 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 37.5796 | 34.1772 | 41.0256 | 37.5796 | 34.1772 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.9744 | 4.1438 | 1.9071 | 2.0087 | 2.297 | 1.7698 |
Largest Winning Trade | 284845 | 284845 | 23319 | 195926 | 195926 | 35622 |
Largest Losing Trade | -18117 | -14382 | -18117 | -46322 | -46322 | -42656 |
Avg Bars in Trades | 152 | 129 | 175 | 152 | 129 | 175 |
Avg Bars in Winners | 248 | 209 | 281 | 248 | 209 | 281 |
Avg Bars in Losers | 94 | 87 | 102 | 94 | 87 | 102 |
Bars Traded | 23941 | 10239 | 13702 | 23941 | 10239 | 13702 |
Profit Streak | 0 | 0 | 28.0243 | 0 | 0 | 28.0243 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324110 | -20176 | -110602 | -1230 | -114608 | -119242 |
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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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