Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302868.5536 | 266585.3248 | 36283.2288 | 140106.0153 | 152830.0333 | -12724.018 |
Total P&L (%) | 302.8686 | 266.5853 | 36.2832 | 140.106 | 152.83 | -12.724 |
Avg Daily Profit (%) | 0.2908 | 0.2559 | 0.0348 | 0.0841 | 0.0891 | -0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114242 | -88754 | -68442 | -378095 | -270918 | -153043 |
Profit Factor | 1.5491 | 1.9001 | 1.1421 | 1.1264 | 1.2463 | 0.9739 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 46.5409 | 43.75 | 49.3671 | 46.5409 | 43.75 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.7794 | 2.443 | 1.1714 | 1.2938 | 1.6024 | 0.9989 |
Largest Winning Trade | 207974 | 207974 | 33183 | 274170 | 274170 | 57155 |
Largest Losing Trade | -35237 | -35237 | -24300 | -125978 | -125978 | -47993 |
Avg Bars in Trades | 150 | 152 | 149 | 150 | 152 | 149 |
Avg Bars in Winners | 213 | 235 | 193 | 213 | 235 | 193 |
Avg Bars in Losers | 96 | 87 | 105 | 96 | 87 | 105 |
Bars Traded | 23967 | 12178 | 11789 | 23967 | 12178 | 11789 |
Profit Streak | 21.4664 | 25.9664 | 0 | 21.4664 | 25.9664 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401495 | -9640 | -240349 | -162088 | -94507 | -607982 |
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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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