Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77029.8358 | 53079.538 | 23950.2978 | 33419.357 | 60060.4986 | -26641.1417 |
Total P&L (%) | 77.0298 | 53.0795 | 23.9503 | 33.4194 | 60.0605 | -26.6411 |
Avg Daily Profit (%) | 0.2958 | 0.2038 | 0.092 | 0.1108 | 0.1808 | -0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60175 | -46333 | -67291 | -105712 | -49018 | -114001 |
Profit Factor | 1.2348 | 1.3584 | 1.1331 | 1.0735 | 1.3245 | 0.9012 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 67.2727 | 64.6341 | 69.8795 | 67.2727 | 64.6341 | 69.8795 |
Ratio Avg Win / Avg Loss | 0.6007 | 0.7433 | 0.4884 | 0.5222 | 0.7247 | 0.3884 |
Largest Winning Trade | 20685 | 15674 | 20685 | 20995 | 20995 | 17724 |
Largest Losing Trade | -47545 | -30403 | -47545 | -76866 | -28919 | -76866 |
Avg Bars in Trades | 147 | 146 | 148 | 147 | 146 | 148 |
Avg Bars in Winners | 97 | 98 | 97 | 97 | 98 | 97 |
Avg Bars in Losers | 250 | 235 | 268 | 250 | 235 | 268 |
Bars Traded | 24400 | 12037 | 12363 | 24400 | 12037 | 12363 |
Profit Streak | 7.3843 | 9.4259 | 7.3843 | 7.3843 | 9.4259 | 7.3843 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335205 | 82339 | -148398 | -186394 | 84536 | -578970 |
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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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