Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146735.3455 | 66701.8395 | 80033.506 | 203077.5913 | 129810.9189 | 73266.6724 |
Total P&L (%) | 146.7353 | 66.7018 | 80.0335 | 203.0776 | 129.8109 | 73.2667 |
Avg Daily Profit (%) | 0.5635 | 0.2561 | 0.3073 | 0.4267 | 0.32 | 0.2113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36423 | -49267 | -21339 | -73308 | -46927 | -69475 |
Profit Factor | 1.4907 | 1.4676 | 1.5118 | 1.3875 | 1.5457 | 1.2561 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 46.2963 | 39.5062 | 53.0864 | 46.2963 | 39.5062 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.7292 | 2.2473 | 1.336 | 1.6096 | 2.3668 | 1.11 |
Largest Winning Trade | 45501 | 45501 | 21806 | 53401 | 53401 | 30474 |
Largest Losing Trade | -17319 | -8046 | -17319 | -57234 | -20553 | -57234 |
Avg Bars in Trades | 149 | 145 | 153 | 149 | 145 | 153 |
Avg Bars in Winners | 225 | 227 | 222 | 225 | 227 | 222 |
Avg Bars in Losers | 84 | 92 | 75 | 84 | 92 | 75 |
Bars Traded | 24256 | 11817 | 12439 | 24256 | 11817 | 12439 |
Profit Streak | 3.7623 | 0 | 7.4081 | 3.7623 | 0 | 7.4081 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383791 | -7334 | -1893 | 319011 | -6091 | -4276 |
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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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