Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146042.599 | 84946.5458 | 61096.0532 | 207136.3742 | 121503.8218 | 85632.5524 |
Total P&L (%) | 146.0426 | 84.9465 | 61.0961 | 207.1364 | 121.5038 | 85.6326 |
Avg Daily Profit (%) | 0.5608 | 0.3262 | 0.2346 | 0.4318 | 0.3058 | 0.2378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21902 | -31029 | -14309 | -56292 | -52827 | -30673 |
Profit Factor | 1.7012 | 1.8528 | 1.5623 | 1.5979 | 1.7246 | 1.4791 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 46.9799 | 40.5405 | 53.3333 | 46.9799 | 40.5405 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.92 | 2.7175 | 1.367 | 1.8034 | 2.5294 | 1.2942 |
Largest Winning Trade | 73235 | 73235 | 13431 | 124316 | 124316 | 30352 |
Largest Losing Trade | -12868 | -7892 | -12868 | -20417 | -20417 | -14036 |
Avg Bars in Trades | 165 | 150 | 181 | 165 | 150 | 181 |
Avg Bars in Winners | 221 | 190 | 244 | 221 | 190 | 244 |
Avg Bars in Losers | 116 | 123 | 108 | 116 | 123 | 108 |
Bars Traded | 24732 | 11135 | 13597 | 24732 | 11135 | 13597 |
Profit Streak | 10.8415 | 10.8415 | 14.3415 | 10.8415 | 10.8415 | 14.3415 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478161 | -56671 | -47836 | 430990 | -57093 | -47724 |
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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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