Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138654.119 | 72001.6108 | 66652.5083 | 253234.7057 | 132182.5105 | 121052.1952 |
Total P&L (%) | 138.6541 | 72.0016 | 66.6525 | 253.2347 | 132.1825 | 121.0522 |
Avg Daily Profit (%) | 0.5324 | 0.2765 | 0.2559 | 0.4858 | 0.324 | 0.3051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19096 | -21405 | -23577 | -43771 | -36597 | -63218 |
Profit Factor | 1.9442 | 1.9382 | 1.9508 | 1.825 | 1.8414 | 1.8078 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 77.4834 | 75 | 80 | 77.4834 | 75 | 80 |
Ratio Avg Win / Avg Loss | 0.565 | 0.6461 | 0.4877 | 0.5303 | 0.6138 | 0.452 |
Largest Winning Trade | 10728 | 10728 | 8396 | 21745 | 21745 | 15574 |
Largest Losing Trade | -13786 | -13786 | -12334 | -32212 | -31208 | -32212 |
Avg Bars in Trades | 160 | 162 | 158 | 160 | 162 | 158 |
Avg Bars in Winners | 96 | 89 | 103 | 96 | 89 | 103 |
Avg Bars in Losers | 380 | 381 | 378 | 380 | 381 | 378 |
Bars Traded | 24250 | 12340 | 11910 | 24250 | 12340 | 11910 |
Profit Streak | 8.4377 | 8.4377 | 21.5732 | 8.4377 | 8.4377 | 21.5732 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583631 | -37032 | -43872 | 560994 | -36813 | -43505 |
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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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