Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122060.6579 | 55404.1059 | 66656.552 | 195825.5446 | 85258.8358 | 110566.7088 |
Total P&L (%) | 122.0607 | 55.4041 | 66.6566 | 195.8255 | 85.2588 | 110.5667 |
Avg Daily Profit (%) | 0.4687 | 0.2127 | 0.256 | 0.4173 | 0.237 | 0.2863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24562 | -27018 | -15394 | -42158 | -40524 | -30965 |
Profit Factor | 1.8239 | 1.687 | 1.9874 | 1.7881 | 1.6614 | 1.9246 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 76.5957 | 78.5714 | 74.6479 | 76.5957 | 78.5714 | 74.6479 |
Ratio Avg Win / Avg Loss | 0.5573 | 0.4601 | 0.675 | 0.5464 | 0.4531 | 0.6537 |
Largest Winning Trade | 18022 | 11519 | 18022 | 45174 | 18847 | 45174 |
Largest Losing Trade | -14147 | -14147 | -11615 | -28611 | -24122 | -28611 |
Avg Bars in Trades | 172 | 173 | 171 | 172 | 173 | 171 |
Avg Bars in Winners | 98 | 107 | 88 | 98 | 107 | 88 |
Avg Bars in Losers | 416 | 417 | 415 | 416 | 417 | 415 |
Bars Traded | 24366 | 12179 | 12187 | 24366 | 12179 | 12187 |
Profit Streak | 5.5754 | 14.94 | 5.5754 | 5.5754 | 14.94 | 5.5754 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538590 | -83148 | -74830 | 520299 | -82017 | -74469 |
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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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