Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99075.8621 | 8220.1712 | 90855.6909 | 140857.9934 | 10269.6826 | 130588.3108 |
Total P&L (%) | 99.0759 | 8.2202 | 90.8557 | 140.858 | 10.2697 | 130.5883 |
Avg Daily Profit (%) | 0.3804 | 0.0316 | 0.3489 | 0.3381 | 0.0375 | 0.3213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28209 | -11634 | -22426 | -62635 | -27060 | -52445 |
Profit Factor | 1.6531 | 1.1405 | 1.975 | 1.4474 | 1.0884 | 1.6574 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 57.6159 | 55.2632 | 60 | 57.6159 | 55.2632 | 60 |
Ratio Avg Win / Avg Loss | 1.2161 | 0.9233 | 1.3167 | 1.0648 | 0.8811 | 1.105 |
Largest Winning Trade | 11792 | 5447 | 11792 | 20814 | 9397 | 20814 |
Largest Losing Trade | -14239 | -6718 | -14239 | -29632 | -14207 | -29632 |
Avg Bars in Trades | 159 | 25 | 294 | 159 | 25 | 294 |
Avg Bars in Winners | 142 | 28 | 248 | 142 | 28 | 248 |
Avg Bars in Losers | 182 | 21 | 365 | 182 | 21 | 365 |
Bars Traded | 24067 | 1944 | 22123 | 24067 | 1944 | 22123 |
Profit Streak | 7.5667 | 7.9001 | 0 | 7.5667 | 7.9001 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440802 | -432632 | -45245 | 390519 | -473580 | -46093 |
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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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