Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95640.256 | 16305.3722 | 79334.8839 | 28814.3639 | 13315.9348 | 15498.429 |
Total P&L (%) | 95.6403 | 16.3054 | 79.3349 | 28.8144 | 13.3159 | 15.4984 |
Avg Daily Profit (%) | 0.1836 | 0.0313 | 0.1523 | 0.0486 | 0.024 | 0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99915 | -74835 | -71181 | -121078 | -68082 | -110449 |
Profit Factor | 1.2367 | 1.0754 | 1.4227 | 1.0688 | 1.064 | 1.0735 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 65.6051 | 61.5385 | 69.6203 | 65.6051 | 61.5385 | 69.6203 |
Ratio Avg Win / Avg Loss | 0.6484 | 0.6721 | 0.6208 | 0.5603 | 0.665 | 0.4684 |
Largest Winning Trade | 15694 | 12394 | 15694 | 16521 | 16521 | 12648 |
Largest Losing Trade | -54463 | -25986 | -54463 | -81597 | -38365 | -81597 |
Avg Bars in Trades | 156 | 163 | 149 | 156 | 163 | 149 |
Avg Bars in Winners | 118 | 123 | 115 | 118 | 123 | 115 |
Avg Bars in Losers | 228 | 227 | 228 | 228 | 227 | 228 |
Bars Traded | 24565 | 12740 | 11825 | 24565 | 12740 | 11825 |
Profit Streak | 24.1824 | 48.099 | 24.1824 | 24.1824 | 48.099 | 24.1824 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339968 | -331337 | -16819 | -273767 | -406841 | -330326 |
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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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