Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151228.0123 | 57942.7041 | 93285.3082 | 197848.2217 | 65395.565 | 132452.6567 |
Total P&L (%) | 151.228 | 57.9427 | 93.2853 | 197.8482 | 65.3956 | 132.4527 |
Avg Daily Profit (%) | 0.2904 | 0.1113 | 0.1791 | 0.2098 | 0.0967 | 0.1621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56111 | -61273 | -52099 | -69104 | -67705 | -60753 |
Profit Factor | 1.476 | 1.3025 | 1.7393 | 1.539 | 1.2914 | 1.9283 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 57.3333 | 56 | 58.6667 | 57.3333 | 56 | 58.6667 |
Ratio Avg Win / Avg Loss | 1.0984 | 1.0234 | 1.2254 | 1.1453 | 1.0147 | 1.3586 |
Largest Winning Trade | 24998 | 24998 | 14100 | 32197 | 32197 | 23798 |
Largest Losing Trade | -26109 | -25823 | -26109 | -36897 | -33858 | -36897 |
Avg Bars in Trades | 164 | 178 | 150 | 164 | 178 | 150 |
Avg Bars in Winners | 138 | 138 | 138 | 138 | 138 | 138 |
Avg Bars in Losers | 199 | 230 | 167 | 199 | 230 | 167 |
Bars Traded | 24705 | 13423 | 11282 | 24705 | 13423 | 11282 |
Profit Streak | 0 | 0 | 25.6837 | 0 | 0 | 25.6837 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385944 | -101647 | -45476 | 375000 | -120678 | -45257 |
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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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