Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98446.5819 | 36265.8964 | 62180.6855 | 123633.24 | 50487.6903 | 73145.5497 |
Total P&L (%) | 98.4466 | 36.2659 | 62.1807 | 123.6332 | 50.4877 | 73.1456 |
Avg Daily Profit (%) | 0.378 | 0.1393 | 0.2388 | 0.3095 | 0.1571 | 0.211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26243 | -22766 | -22023 | -53301 | -33943 | -44679 |
Profit Factor | 1.5107 | 1.3279 | 1.7567 | 1.3558 | 1.2674 | 1.4609 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 70.6294 | 68.0556 | 73.2394 | 70.6294 | 68.0556 | 73.2394 |
Ratio Avg Win / Avg Loss | 0.6282 | 0.6233 | 0.6419 | 0.5638 | 0.5949 | 0.5338 |
Largest Winning Trade | 13335 | 9520 | 13335 | 18728 | 12257 | 18728 |
Largest Losing Trade | -22766 | -22766 | -22023 | -44679 | -27400 | -44679 |
Avg Bars in Trades | 171 | 175 | 167 | 171 | 175 | 167 |
Avg Bars in Winners | 115 | 106 | 124 | 115 | 106 | 124 |
Avg Bars in Losers | 305 | 322 | 284 | 305 | 322 | 284 |
Bars Traded | 24545 | 12639 | 11906 | 24545 | 12639 | 11906 |
Profit Streak | 4.654 | 4.654 | 11.9353 | 4.654 | 4.654 | 11.9353 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426494 | -88472 | -75563 | 371332 | -73206 | -76432 |
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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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