Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79873.8143 | 13133.17 | 66740.6444 | 41844.3705 | 14526.7388 | 27317.6317 |
Total P&L (%) | 79.8738 | 13.1332 | 66.7406 | 41.8444 | 14.5267 | 27.3176 |
Avg Daily Profit (%) | 0.3067 | 0.0504 | 0.2563 | 0.1343 | 0.0521 | 0.0928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84138 | -35261 | -71325 | -147122 | -37313 | -136171 |
Profit Factor | 1.1907 | 1.0588 | 1.3415 | 1.0709 | 1.0505 | 1.0904 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 161 | 77 | 84 | 161 | 77 | 84 |
Losing Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Profitability (%) | 51.9355 | 49.6774 | 54.1935 | 51.9355 | 49.6774 | 54.1935 |
Ratio Avg Win / Avg Loss | 1.102 | 1.0726 | 1.1339 | 0.9911 | 1.0641 | 0.9217 |
Largest Winning Trade | 28177 | 14542 | 28177 | 27725 | 15232 | 27725 |
Largest Losing Trade | -45920 | -19647 | -45920 | -90768 | -22159 | -90768 |
Avg Bars in Trades | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Winners | 84 | 91 | 78 | 84 | 91 | 78 |
Avg Bars in Losers | 74 | 76 | 71 | 74 | 76 | 71 |
Bars Traded | 24635 | 12935 | 11700 | 24635 | 12935 | 11700 |
Profit Streak | 3.2332 | 3.2332 | 6.2123 | 3.2332 | 3.2332 | 6.2123 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1756 | -351904 | 331547 | -159502 | -315474 | -194177 |
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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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