Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77163.3145 | 30090.5934 | 47072.721 | 72941.1167 | 11318.2084 | 61622.9082 |
Total P&L (%) | 77.1633 | 30.0906 | 47.0727 | 72.9411 | 11.3182 | 61.6229 |
Avg Daily Profit (%) | 0.2963 | 0.1155 | 0.1808 | 0.2106 | 0.0412 | 0.1845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39901 | -30154 | -36322 | -69317 | -59982 | -59026 |
Profit Factor | 1.2341 | 1.1565 | 1.3429 | 1.1333 | 1.0354 | 1.2709 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 153 | 71 | 82 | 153 | 71 | 82 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 52.3973 | 48.6301 | 56.1644 | 52.3973 | 48.6301 | 56.1644 |
Ratio Avg Win / Avg Loss | 1.1212 | 1.2216 | 1.0481 | 1.0296 | 1.0937 | 0.9919 |
Largest Winning Trade | 16883 | 16883 | 10148 | 33378 | 33378 | 17007 |
Largest Losing Trade | -26475 | -26475 | -15113 | -35243 | -35243 | -24523 |
Avg Bars in Trades | 83 | 84 | 83 | 83 | 84 | 83 |
Avg Bars in Winners | 87 | 81 | 93 | 87 | 81 | 93 |
Avg Bars in Losers | 79 | 87 | 70 | 79 | 87 | 70 |
Bars Traded | 24497 | 12348 | 12149 | 24497 | 12348 | 12149 |
Profit Streak | 4.3339 | 4.3339 | 5.9485 | 4.3339 | 4.3339 | 5.9485 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344048 | -92278 | 238152 | -64731 | -446248 | 200746 |
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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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