Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182082.7949 | 113383.8019 | 68698.993 | 291979.9305 | 190154.1519 | 101825.7786 |
Total P&L (%) | 182.0828 | 113.3838 | 68.699 | 291.9799 | 190.1542 | 101.8258 |
Avg Daily Profit (%) | 0.6837 | 0.4258 | 0.258 | 0.5143 | 0.4008 | 0.264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43514 | -14729 | -44633 | -80413 | -44708 | -109818 |
Profit Factor | 1.648 | 1.9097 | 1.4394 | 1.5769 | 1.8612 | 1.3569 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 50.7042 | 49.2958 | 52.1127 | 50.7042 | 49.2958 | 52.1127 |
Ratio Avg Win / Avg Loss | 1.6022 | 1.9643 | 1.3227 | 1.5331 | 1.9144 | 1.2468 |
Largest Winning Trade | 41640 | 41640 | 28380 | 77292 | 76775 | 77292 |
Largest Losing Trade | -19758 | -9678 | -19758 | -33316 | -18914 | -33316 |
Avg Bars in Trades | 87 | 86 | 89 | 87 | 86 | 89 |
Avg Bars in Winners | 112 | 115 | 109 | 112 | 115 | 109 |
Avg Bars in Losers | 62 | 57 | 67 | 62 | 57 | 67 |
Bars Traded | 12461 | 6113 | 6348 | 12461 | 6113 | 6348 |
Profit Streak | 275.6077 | 0 | 276.8577 | 275.6077 | 0 | 276.8577 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524001 | -75432 | -78229 | 463433 | -75739 | -78594 |
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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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