Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210790.4576 | 114435.207 | 96355.2506 | 92314.167 | -93284.5968 | 185598.7637 |
Total P&L (%) | 210.7905 | 114.4352 | 96.3553 | 92.3142 | -93.2846 | 185.5988 |
Avg Daily Profit (%) | 0.2024 | 0.1099 | 0.0925 | 0.0628 | -0.2589 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118970 | -77801 | -64735 | -584416 | -417247 | -258062 |
Profit Factor | 1.3895 | 1.4058 | 1.3717 | 1.0606 | 0.8928 | 1.2844 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 72.7848 | 74.6835 | 70.8861 | 72.7848 | 74.6835 | 70.8861 |
Ratio Avg Win / Avg Loss | 0.5196 | 0.4765 | 0.5634 | 0.3966 | 0.3026 | 0.5275 |
Largest Winning Trade | 46902 | 46902 | 29071 | 129197 | 129197 | 97162 |
Largest Losing Trade | -55144 | -47507 | -55144 | -346356 | -346356 | -212792 |
Avg Bars in Trades | 154 | 161 | 148 | 154 | 161 | 148 |
Avg Bars in Winners | 97 | 105 | 87 | 97 | 105 | 87 |
Avg Bars in Losers | 309 | 325 | 295 | 309 | 325 | 295 |
Bars Traded | 24468 | 12754 | 11715 | 24468 | 12754 | 11715 |
Profit Streak | 11.0013 | 50.0013 | 11.0013 | 11.0013 | 50.0013 | 11.0013 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430659 | -69254 | -93489 | -259218 | -602774 | -82964 |
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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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