Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330931.0032 | 223967.0582 | 106963.945 | 168554.6188 | 65261.1311 | 103293.4877 |
Total P&L (%) | 330.931 | 223.9671 | 106.9639 | 168.5546 | 65.2611 | 103.2935 |
Avg Daily Profit (%) | 0.3229 | 0.2185 | 0.1044 | 0.0964 | 0.049 | 0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164542 | -152748 | -71631 | -389321 | -360908 | -205625 |
Profit Factor | 1.4315 | 1.4868 | 1.3485 | 1.1021 | 1.0654 | 1.1582 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 43.5897 | 39.7436 | 47.4359 | 43.5897 | 39.7436 | 47.4359 |
Ratio Avg Win / Avg Loss | 1.8525 | 2.2542 | 1.4943 | 1.4263 | 1.6153 | 1.2834 |
Largest Winning Trade | 140672 | 140672 | 31457 | 105649 | 105649 | 72361 |
Largest Losing Trade | -47331 | -47331 | -38693 | -173859 | -173859 | -54761 |
Avg Bars in Trades | 76 | 88 | 65 | 76 | 88 | 65 |
Avg Bars in Winners | 108 | 130 | 90 | 108 | 130 | 90 |
Avg Bars in Losers | 52 | 60 | 43 | 52 | 60 | 43 |
Bars Traded | 12010 | 6890 | 5120 | 12010 | 6890 | 5120 |
Profit Streak | 12.5399 | 0 | 13.7066 | 12.5399 | 0 | 13.7066 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345937 | -28330 | -88130 | -173496 | -313672 | -181832 |
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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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