Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418643.3783 | 246852.4664 | 171790.912 | 466080.2997 | 249394.3847 | 216685.9149 |
Total P&L (%) | 418.6434 | 246.8525 | 171.7909 | 466.0803 | 249.3944 | 216.6859 |
Avg Daily Profit (%) | 0.223 | 0.1315 | 0.0915 | 0.0924 | 0.0667 | 0.0614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103375 | -82455 | -73907 | -379318 | -140763 | -299152 |
Profit Factor | 1.5956 | 1.6802 | 1.5053 | 1.2628 | 1.3204 | 1.2177 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 66 | 40 | 26 | 66 | 40 | 26 |
Profitability (%) | 56.2914 | 46.6667 | 65.7895 | 56.2914 | 46.6667 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.239 | 1.9202 | 0.7828 | 0.9805 | 1.509 | 0.6332 |
Largest Winning Trade | 63717 | 63717 | 35942 | 171152 | 171152 | 137554 |
Largest Losing Trade | -60361 | -38737 | -60361 | -265677 | -60433 | -265677 |
Avg Bars in Trades | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Winners | 67 | 59 | 72 | 67 | 59 | 72 |
Avg Bars in Losers | 79 | 78 | 82 | 79 | 78 | 82 |
Bars Traded | 10977 | 5229 | 5748 | 10977 | 5229 | 5748 |
Profit Streak | 14.2756 | 0 | 62.2756 | 14.2756 | 0 | 62.2756 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428703 | -72572 | -117293 | -69248 | -160867 | -159163 |
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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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