Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194164.129 | 73521.7521 | 120642.3769 | 274553.9543 | 162336.6731 | 112217.2812 |
Total P&L (%) | 194.1641 | 73.5218 | 120.6424 | 274.554 | 162.3367 | 112.2173 |
Avg Daily Profit (%) | 0.7456 | 0.2823 | 0.4633 | 0.5084 | 0.371 | 0.2894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73487 | -19986 | -72572 | -333437 | -68083 | -333016 |
Profit Factor | 1.7899 | 1.9083 | 1.7317 | 1.3013 | 1.6181 | 1.173 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 59.4771 | 55.8442 | 63.1579 | 59.4771 | 55.8442 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.2195 | 1.5089 | 1.0102 | 0.8866 | 1.2794 | 0.6842 |
Largest Winning Trade | 41706 | 25361 | 41706 | 85791 | 50418 | 85791 |
Largest Losing Trade | -56660 | -7871 | -56660 | -250784 | -28126 | -250784 |
Avg Bars in Trades | 157 | 54 | 261 | 157 | 54 | 261 |
Avg Bars in Winners | 124 | 52 | 189 | 124 | 52 | 189 |
Avg Bars in Losers | 204 | 56 | 385 | 204 | 56 | 385 |
Bars Traded | 24051 | 4160 | 19891 | 24051 | 4160 | 19891 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547293 | -30370 | -36827 | 335394 | -31283 | -72391 |
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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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