Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146006.9307 | 96599.5207 | 49407.41 | 149716.3163 | 90080.2476 | 59636.0687 |
Total P&L (%) | 146.0069 | 96.5995 | 49.4074 | 149.7163 | 90.0802 | 59.6361 |
Avg Daily Profit (%) | 0.2803 | 0.1855 | 0.0949 | 0.1759 | 0.1234 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73346 | -62981 | -50627 | -162748 | -120651 | -125663 |
Profit Factor | 1.3124 | 1.3934 | 1.2227 | 1.2019 | 1.2274 | 1.1726 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 44.7115 | 41.3462 | 48.0769 | 44.7115 | 41.3462 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.6228 | 1.9767 | 1.3205 | 1.4862 | 1.7412 | 1.2664 |
Largest Winning Trade | 31614 | 31614 | 24623 | 58361 | 58361 | 41904 |
Largest Losing Trade | -13512 | -11214 | -13512 | -27707 | -24793 | -27707 |
Avg Bars in Trades | 118 | 122 | 114 | 118 | 122 | 114 |
Avg Bars in Winners | 147 | 147 | 147 | 147 | 147 | 147 |
Avg Bars in Losers | 95 | 104 | 84 | 95 | 104 | 84 |
Bars Traded | 24666 | 12733 | 11933 | 24666 | 12733 | 11933 |
Profit Streak | 15.1534 | 17.9868 | 15.1534 | 15.1534 | 17.9868 | 15.1534 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343078 | 220243 | -69105 | 246620 | -30674 | -105387 |
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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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