Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145710.6402 | 52896.6282 | 92814.012 | 143762.5923 | 25851.7377 | 117910.8546 |
Total P&L (%) | 145.7106 | 52.8966 | 92.814 | 143.7626 | 25.8517 | 117.9109 |
Avg Daily Profit (%) | 0.5595 | 0.2031 | 0.3564 | 0.3427 | 0.0883 | 0.2995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70969 | -37589 | -43970 | -180828 | -122050 | -66445 |
Profit Factor | 1.2387 | 1.17 | 1.3102 | 1.1043 | 1.0367 | 1.1751 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 181 | 85 | 96 | 181 | 85 | 96 |
Losing Trades | 269 | 140 | 129 | 269 | 140 | 129 |
Profitability (%) | 40.2222 | 37.7778 | 42.6667 | 40.2222 | 37.7778 | 42.6667 |
Ratio Avg Win / Avg Loss | 1.8409 | 1.927 | 1.7606 | 1.6413 | 1.7075 | 1.579 |
Largest Winning Trade | 44500 | 28149 | 44500 | 66617 | 56508 | 66617 |
Largest Losing Trade | -27058 | -22820 | -27058 | -49364 | -49364 | -45175 |
Avg Bars in Trades | 54 | 53 | 56 | 54 | 53 | 56 |
Avg Bars in Winners | 85 | 83 | 86 | 85 | 83 | 86 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 24741 | 11952 | 12789 | 24741 | 11952 | 12789 |
Profit Streak | 3.7455 | 3.7455 | 4.0892 | 3.7455 | 3.7455 | 4.0892 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328573 | -31486 | 248913 | -98183 | -263067 | -21685 |
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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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