Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103121.2005 | 17867.532 | 85253.6685 | 140951.9168 | 4351.7765 | 136600.1403 |
Total P&L (%) | 103.1212 | 17.8675 | 85.2537 | 140.9519 | 4.3518 | 136.6001 |
Avg Daily Profit (%) | 0.396 | 0.0686 | 0.3274 | 0.3383 | 0.0164 | 0.3312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61611 | -37008 | -29908 | -167271 | -97532 | -81217 |
Profit Factor | 1.5142 | 1.2055 | 1.7504 | 1.2905 | 1.0208 | 1.4957 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 64.5963 | 60.4938 | 68.75 | 64.5963 | 60.4938 | 68.75 |
Ratio Avg Win / Avg Loss | 0.8299 | 0.7873 | 0.7956 | 0.7073 | 0.6666 | 0.6798 |
Largest Winning Trade | 13648 | 7109 | 13648 | 22768 | 14075 | 22768 |
Largest Losing Trade | -15968 | -11590 | -15968 | -39772 | -24493 | -39772 |
Avg Bars in Trades | 149 | 92 | 208 | 149 | 92 | 208 |
Avg Bars in Winners | 98 | 55 | 136 | 98 | 55 | 136 |
Avg Bars in Losers | 244 | 149 | 365 | 244 | 149 | 365 |
Bars Traded | 24123 | 7480 | 16643 | 24123 | 7480 | 16643 |
Profit Streak | 0 | 0 | 10.4874 | 0 | 0 | 10.4874 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373043 | -123512 | -7796 | 306081 | -547838 | -8691 |
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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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