Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257513.8789 | 25919.7647 | 231594.1142 | 193960.1492 | -107346.074 | 301306.2232 |
Total P&L (%) | 257.5139 | 25.9198 | 231.5941 | 193.9601 | -107.3461 | 301.3062 |
Avg Daily Profit (%) | 0.2469 | 0.0248 | 0.222 | 0.1034 | 0 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111529 | -130367 | -70737 | -404308 | -332064 | -303293 |
Profit Factor | 1.4403 | 1.0742 | 1.9835 | 1.1178 | 0.8868 | 1.4316 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 76.3158 | 73.6842 | 78.9474 | 76.3158 | 73.6842 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.447 | 0.3836 | 0.5289 | 0.3469 | 0.3167 | 0.3818 |
Largest Winning Trade | 34728 | 34728 | 28041 | 64552 | 58604 | 64552 |
Largest Losing Trade | -62230 | -36927 | -62230 | -255393 | -162264 | -255393 |
Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Winners | 20 | 13 | 26 | 20 | 13 | 26 |
Avg Bars in Losers | 98 | 94 | 102 | 98 | 94 | 102 |
Bars Traded | 5893 | 2662 | 3231 | 5893 | 2662 | 3231 |
Profit Streak | 38.3546 | 62.0212 | 38.3546 | 38.3546 | 62.0212 | 38.3546 |
Trades During Streak | 12 | 10 | 6 | 12 | 10 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476437 | -348198 | -35061 | -141565 | -625228 | -59720 |
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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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