Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139341.1872 | 69798.608 | 69542.5792 | 260681.9894 | 102338.8731 | 158343.1163 |
Total P&L (%) | 139.3412 | 69.7986 | 69.5426 | 260.682 | 102.3389 | 158.3431 |
Avg Daily Profit (%) | 0.3035 | 0.152 | 0.1515 | 0.2798 | 0.1536 | 0.207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30454 | -14378 | -20030 | -41994 | -23742 | -26086 |
Profit Factor | 1.9913 | 1.9834 | 1.9994 | 2.2163 | 1.8673 | 2.6438 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 69.4444 | 73.6111 | 65.2778 | 69.4444 | 73.6111 | 65.2778 |
Ratio Avg Win / Avg Loss | 0.8762 | 0.711 | 1.0635 | 0.9752 | 0.6694 | 1.4063 |
Largest Winning Trade | 17239 | 7599 | 17239 | 46656 | 23882 | 46656 |
Largest Losing Trade | -16178 | -9887 | -16178 | -23742 | -23742 | -20934 |
Avg Bars in Trades | 74 | 70 | 77 | 74 | 70 | 77 |
Avg Bars in Winners | 57 | 53 | 63 | 57 | 53 | 63 |
Avg Bars in Losers | 111 | 119 | 105 | 111 | 119 | 105 |
Bars Traded | 10703 | 5088 | 5615 | 10703 | 5088 | 5615 |
Profit Streak | 606.9906 | 606.9906 | 614.699 | 606.9906 | 606.9906 | 614.699 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467339 | -68113 | -66767 | 475673 | -68310 | -65019 |
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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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