Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260604.021 | 126609.0045 | 133995.0165 | 531048.2429 | 272906.3138 | 258141.9291 |
Total P&L (%) | 260.604 | 126.609 | 133.995 | 531.0482 | 272.9063 | 258.1419 |
Avg Daily Profit (%) | 0.5004 | 0.2431 | 0.2573 | 0.3543 | 0.253 | 0.2452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50325 | -57129 | -79268 | -148572 | -92295 | -137931 |
Profit Factor | 1.7054 | 1.7333 | 1.681 | 1.5816 | 1.6928 | 1.4972 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 65.9091 | 63.6364 | 68.1818 | 65.9091 | 63.6364 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.8821 | 0.9905 | 0.7845 | 0.8181 | 0.9673 | 0.6987 |
Largest Winning Trade | 41788 | 18485 | 41788 | 69702 | 69702 | 56777 |
Largest Losing Trade | -45681 | -29390 | -45681 | -111059 | -58424 | -111059 |
Avg Bars in Trades | 184 | 192 | 176 | 184 | 192 | 176 |
Avg Bars in Winners | 143 | 163 | 124 | 143 | 163 | 124 |
Avg Bars in Losers | 265 | 243 | 289 | 265 | 243 | 289 |
Bars Traded | 24415 | 12737 | 11678 | 24415 | 12737 | 11678 |
Profit Streak | 12.9798 | 23.7298 | 12.9798 | 12.9798 | 23.7298 | 12.9798 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488385 | -113451 | -113265 | 447080 | -113444 | -114153 |
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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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