Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104014.9135 | 42483.7711 | 61531.1424 | 110891.6705 | 72461.7205 | 38429.95 |
Total P&L (%) | 104.0149 | 42.4838 | 61.5311 | 110.8917 | 72.4617 | 38.43 |
Avg Daily Profit (%) | 0.3994 | 0.1631 | 0.2363 | 0.2869 | 0.2095 | 0.125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50989 | -56091 | -20794 | -83542 | -53606 | -50997 |
Profit Factor | 1.3542 | 1.3202 | 1.3822 | 1.2606 | 1.3983 | 1.1577 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 45.2703 | 43.2432 | 47.2973 | 45.2703 | 43.2432 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.6371 | 1.7328 | 1.5401 | 1.524 | 1.8353 | 1.29 |
Largest Winning Trade | 31832 | 31832 | 19005 | 40185 | 40185 | 20644 |
Largest Losing Trade | -16629 | -8506 | -16629 | -43035 | -11654 | -43035 |
Avg Bars in Trades | 164 | 160 | 167 | 164 | 160 | 167 |
Avg Bars in Winners | 241 | 227 | 254 | 241 | 227 | 254 |
Avg Bars in Losers | 100 | 109 | 89 | 100 | 109 | 89 |
Bars Traded | 24283 | 11890 | 12393 | 24283 | 11890 | 12393 |
Profit Streak | 7.5071 | 7.5071 | 9.1113 | 7.5071 | 7.5071 | 9.1113 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344571 | -61179 | -56726 | 289366 | -58304 | -141413 |
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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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