Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219232.8498 | 64527.4326 | 154705.4172 | 203748.6386 | 74650.824 | 129097.8146 |
Total P&L (%) | 219.2329 | 64.5274 | 154.7054 | 203.7486 | 74.6508 | 129.0978 |
Avg Daily Profit (%) | 0.2124 | 0.0625 | 0.1499 | 0.1077 | 0.054 | 0.0804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85869 | -77062 | -51367 | -229707 | -168633 | -157137 |
Profit Factor | 1.5075 | 1.2635 | 1.8266 | 1.2314 | 1.1608 | 1.3102 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 72.7273 | 70.1299 | 75.3247 | 72.7273 | 70.1299 | 75.3247 |
Ratio Avg Win / Avg Loss | 0.5653 | 0.5382 | 0.5984 | 0.4618 | 0.4944 | 0.4292 |
Largest Winning Trade | 26155 | 19196 | 26155 | 49329 | 49329 | 38105 |
Largest Losing Trade | -52640 | -52640 | -39097 | -157137 | -129899 | -157137 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 9 | 8 | 11 | 9 | 8 | 11 |
Avg Bars in Losers | 38 | 32 | 45 | 38 | 32 | 45 |
Bars Traded | 2715 | 1208 | 1507 | 2715 | 1208 | 1507 |
Profit Streak | 51.9106 | 0 | 53.2439 | 51.9106 | 0 | 53.2439 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432247 | -150400 | -29797 | -46592 | -204832 | -124737 |
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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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