Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158024.0133 | 88983.1072 | 69040.9061 | 123644.805 | 113917.1581 | 9727.6469 |
Total P&L (%) | 158.024 | 88.9831 | 69.0409 | 123.6448 | 113.9172 | 9.7276 |
Avg Daily Profit (%) | 0.3034 | 0.1708 | 0.1326 | 0.1547 | 0.1461 | 0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54161 | -31201 | -46313 | -109932 | -67958 | -143258 |
Profit Factor | 1.3056 | 1.5367 | 1.1966 | 1.1325 | 1.372 | 1.0155 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 45.8101 | 45.5556 | 46.0674 | 45.8101 | 45.5556 | 46.0674 |
Ratio Avg Win / Avg Loss | 1.5445 | 1.8365 | 1.4008 | 1.3397 | 1.6397 | 1.1889 |
Largest Winning Trade | 36853 | 29929 | 36853 | 57248 | 57248 | 56756 |
Largest Losing Trade | -27006 | -11174 | -27006 | -79276 | -29472 | -79276 |
Avg Bars in Trades | 137 | 73 | 201 | 137 | 73 | 201 |
Avg Bars in Winners | 172 | 96 | 247 | 172 | 96 | 247 |
Avg Bars in Losers | 107 | 55 | 161 | 107 | 55 | 161 |
Bars Traded | 24536 | 6639 | 17897 | 24536 | 6639 | 17897 |
Profit Streak | 7.3922 | 13.6422 | 0 | 7.3922 | 13.6422 | 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 | 329525 | 305274 | -22851 | -68120 | 75814 | -540690 |
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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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