Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146352.3905 | 108768.3305 | 37584.06 | 158062.2484 | 152323.9779 | 5738.2706 |
Total P&L (%) | 146.3524 | 108.7683 | 37.5841 | 158.0622 | 152.324 | 5.7383 |
Avg Daily Profit (%) | 0.281 | 0.2088 | 0.0722 | 0.1822 | 0.1779 | 0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107027 | -89984 | -34304 | -232357 | -167632 | -103030 |
Profit Factor | 1.4263 | 1.5244 | 1.2766 | 1.2637 | 1.4503 | 1.022 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 66.9065 | 69.5652 | 64.2857 | 66.9065 | 69.5652 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.7055 | 0.6669 | 0.7092 | 0.6251 | 0.6345 | 0.5678 |
Largest Winning Trade | 21452 | 21452 | 11697 | 53147 | 53147 | 20368 |
Largest Losing Trade | -29179 | -29179 | -27959 | -82681 | -55159 | -82681 |
Avg Bars in Trades | 172 | 260 | 84 | 172 | 260 | 84 |
Avg Bars in Winners | 93 | 121 | 62 | 93 | 121 | 62 |
Avg Bars in Losers | 331 | 578 | 124 | 331 | 578 | 124 |
Bars Traded | 23910 | 17975 | 5935 | 23910 | 17975 | 5935 |
Profit Streak | 17.9845 | 17.9845 | 45.1095 | 17.9845 | 17.9845 | 45.1095 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394877 | -91662 | -192157 | 328703 | -92380 | -633718 |
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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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