Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142701.3804 | 76216.179 | 66485.2014 | 228841.4064 | 129005.9221 | 99835.4844 |
Total P&L (%) | 142.7014 | 76.2162 | 66.4852 | 228.8414 | 129.0059 | 99.8355 |
Avg Daily Profit (%) | 0.548 | 0.2927 | 0.2553 | 0.4582 | 0.3187 | 0.2662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33473 | -24862 | -53019 | -81675 | -53984 | -104686 |
Profit Factor | 1.7236 | 1.8706 | 1.6062 | 1.5637 | 1.7329 | 1.4342 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 60.5505 | 61.1111 | 60 | 60.5505 | 61.1111 | 60 |
Ratio Avg Win / Avg Loss | 1.123 | 1.1904 | 1.0708 | 1.0188 | 1.1028 | 0.9561 |
Largest Winning Trade | 24448 | 24448 | 14018 | 40075 | 40075 | 27321 |
Largest Losing Trade | -21434 | -14881 | -21434 | -45240 | -34423 | -45240 |
Avg Bars in Trades | 220 | 219 | 221 | 220 | 219 | 221 |
Avg Bars in Winners | 171 | 172 | 170 | 171 | 172 | 170 |
Avg Bars in Losers | 295 | 291 | 298 | 295 | 291 | 298 |
Bars Traded | 24022 | 11827 | 12195 | 24022 | 11827 | 12195 |
Profit Streak | 6.6216 | 6.9445 | 6.6216 | 6.6216 | 6.9445 | 6.6216 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510326 | -168473 | -169677 | 466118 | -168516 | -172041 |
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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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