Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249940.6781 | 189665.2386 | 60275.4395 | 232446.7949 | 98539.6339 | 133907.161 |
Total P&L (%) | 249.9407 | 189.6652 | 60.2754 | 232.4468 | 98.5396 | 133.9072 |
Avg Daily Profit (%) | 0.24 | 0.1821 | 0.0579 | 0.1154 | 0.0659 | 0.0816 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80561 | -84113 | -26413 | -200439 | -229068 | -68642 |
Profit Factor | 1.58 | 1.5227 | 1.886 | 1.2221 | 1.1106 | 1.8584 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 48.1013 | 45.5696 | 50.6329 | 48.1013 | 45.5696 | 50.6329 |
Ratio Avg Win / Avg Loss | 1.7048 | 1.8187 | 1.8388 | 1.3186 | 1.3266 | 1.8119 |
Largest Winning Trade | 100336 | 100336 | 11403 | 100212 | 100212 | 27661 |
Largest Losing Trade | -42843 | -42843 | -8036 | -147386 | -147386 | -22627 |
Avg Bars in Trades | 156 | 301 | 12 | 156 | 301 | 12 |
Avg Bars in Winners | 149 | 296 | 17 | 149 | 296 | 17 |
Avg Bars in Losers | 163 | 305 | 7 | 163 | 305 | 7 |
Bars Traded | 24783 | 23796 | 987 | 24783 | 23796 | 987 |
Profit Streak | 2.7222 | 0 | 9.4722 | 2.7222 | 0 | 9.4722 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343777 | -18657 | -138650 | -40655 | -232494 | -106394 |
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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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