Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253935.5439 | 157305.9924 | 96629.5515 | 18331.4001 | -125589.1887 | 143920.5889 |
Total P&L (%) | 253.9355 | 157.306 | 96.6296 | 18.3314 | -125.5892 | 143.9206 |
Avg Daily Profit (%) | 0.1601 | 0.0992 | 0.0609 | 0.0106 | 0 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119744 | -124385 | -51902 | -499423 | -414207 | -140128 |
Profit Factor | 1.4452 | 1.5149 | 1.3649 | 1.0108 | 0.8795 | 1.2194 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 68.5897 | 70.5128 | 66.6667 | 68.5897 | 70.5128 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6618 | 0.6335 | 0.6824 | 0.4629 | 0.3678 | 0.6097 |
Largest Winning Trade | 49092 | 49092 | 33771 | 91314 | 91314 | 75813 |
Largest Losing Trade | -68115 | -68115 | -51902 | -316542 | -316542 | -140128 |
Avg Bars in Trades | 26 | 38 | 13 | 26 | 38 | 13 |
Avg Bars in Winners | 12 | 13 | 10 | 12 | 13 | 10 |
Avg Bars in Losers | 57 | 98 | 20 | 57 | 98 | 20 |
Bars Traded | 4111 | 3026 | 1085 | 4111 | 3026 | 1085 |
Profit Streak | 111.6897 | 0 | 112.3564 | 111.6897 | 0 | 112.3564 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383494 | -92351 | -143935 | -392911 | -612299 | -151078 |
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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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