Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149626.403 | 47294.7502 | 102331.6528 | 235326.6811 | 122925.9578 | 112400.7233 |
Total P&L (%) | 149.6264 | 47.2948 | 102.3317 | 235.3267 | 122.926 | 112.4007 |
Avg Daily Profit (%) | 0.5746 | 0.1816 | 0.3929 | 0.4657 | 0.3083 | 0.2897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35758 | -42751 | -36390 | -115169 | -39840 | -126995 |
Profit Factor | 1.647 | 1.4748 | 1.7774 | 1.4991 | 1.8111 | 1.3513 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 57.5342 | 54.7945 | 60.274 | 57.5342 | 54.7945 | 60.274 |
Ratio Avg Win / Avg Loss | 1.2157 | 1.2167 | 1.1714 | 1.1065 | 1.4941 | 0.8906 |
Largest Winning Trade | 19647 | 14675 | 19647 | 42411 | 26253 | 42411 |
Largest Losing Trade | -30080 | -14755 | -30080 | -107369 | -16600 | -107369 |
Avg Bars in Trades | 167 | 173 | 161 | 167 | 173 | 161 |
Avg Bars in Winners | 165 | 187 | 146 | 165 | 187 | 146 |
Avg Bars in Losers | 170 | 157 | 185 | 170 | 157 | 185 |
Bars Traded | 24482 | 12680 | 11802 | 24482 | 12680 | 11802 |
Profit Streak | 10.4711 | 20.1898 | 10.4711 | 10.4711 | 20.1898 | 10.4711 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500271 | -64857 | -59561 | 441305 | -61028 | -63973 |
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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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