Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126297.9846 | 85413.0849 | 40884.8997 | 153104.049 | 131445.0373 | 21659.0117 |
Total P&L (%) | 126.298 | 85.4131 | 40.8849 | 153.104 | 131.445 | 21.659 |
Avg Daily Profit (%) | 0.485 | 0.328 | 0.157 | 0.3572 | 0.3228 | 0.0753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61407 | -45047 | -40643 | -55210 | -35082 | -78226 |
Profit Factor | 1.4601 | 1.6923 | 1.2706 | 1.5118 | 2.1791 | 1.1154 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 57.7465 | 56.338 | 59.1549 | 57.7465 | 56.338 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.0684 | 1.3115 | 0.8773 | 1.1062 | 1.6888 | 0.7702 |
Largest Winning Trade | 20261 | 20261 | 12798 | 30501 | 30501 | 18335 |
Largest Losing Trade | -28210 | -16102 | -28210 | -55210 | -14420 | -55210 |
Avg Bars in Trades | 172 | 174 | 169 | 172 | 174 | 169 |
Avg Bars in Winners | 176 | 188 | 165 | 176 | 188 | 165 |
Avg Bars in Losers | 166 | 156 | 177 | 166 | 156 | 177 |
Bars Traded | 24439 | 12373 | 12066 | 24439 | 12373 | 12066 |
Profit Streak | 11.2437 | 25.5771 | 11.2437 | 11.2437 | 25.5771 | 11.2437 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439039 | -74940 | -82905 | 411110 | -72934 | -279656 |
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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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