Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117300.989 | 61483.3395 | 55817.6495 | 112958.6027 | 75944.1132 | 37014.4895 |
Total P&L (%) | 117.301 | 61.4833 | 55.8176 | 112.9586 | 75.9441 | 37.0145 |
Avg Daily Profit (%) | 0.4504 | 0.2361 | 0.2143 | 0.2907 | 0.2172 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56266 | -25860 | -48518 | -121928 | -52913 | -105742 |
Profit Factor | 1.4678 | 1.6467 | 1.3586 | 1.2499 | 1.4683 | 1.1277 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 56.051 | 48.1013 | 64.1026 | 56.051 | 48.1013 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.1509 | 1.7767 | 0.7608 | 0.98 | 1.5842 | 0.6315 |
Largest Winning Trade | 71483 | 71483 | 29032 | 105423 | 105423 | 46239 |
Largest Losing Trade | -24962 | -8836 | -24962 | -57854 | -12633 | -57854 |
Avg Bars in Trades | 156 | 46 | 268 | 156 | 46 | 268 |
Avg Bars in Winners | 135 | 60 | 191 | 135 | 60 | 191 |
Avg Bars in Losers | 184 | 32 | 405 | 184 | 32 | 405 |
Bars Traded | 24601 | 3639 | 20961 | 24601 | 3639 | 20961 |
Profit Streak | 8.4175 | 22.0529 | 8.4175 | 8.4175 | 22.0529 | 8.4175 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458150 | -17058 | -27049 | 301055 | -17547 | -148291 |
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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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