Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123428.9905 | 60763.3884 | 62665.602 | 171430.0306 | 120578.7466 | 50851.2839 |
Total P&L (%) | 123.429 | 60.7634 | 62.6656 | 171.43 | 120.5787 | 50.8513 |
Avg Daily Profit (%) | 0.474 | 0.2333 | 0.2406 | 0.3842 | 0.3042 | 0.158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62697 | -20961 | -44960 | -117271 | -34603 | -86621 |
Profit Factor | 1.5901 | 1.7296 | 1.4979 | 1.433 | 1.8989 | 1.1942 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 58.6207 | 57.5342 | 59.7222 | 58.6207 | 57.5342 | 59.7222 |
Ratio Avg Win / Avg Loss | 1.1225 | 1.2766 | 1.0102 | 1.0115 | 1.4016 | 0.8054 |
Largest Winning Trade | 16938 | 12895 | 16938 | 29920 | 18643 | 29920 |
Largest Losing Trade | -23595 | -15210 | -23595 | -49879 | -23450 | -49879 |
Avg Bars in Trades | 166 | 165 | 168 | 166 | 165 | 168 |
Avg Bars in Winners | 147 | 147 | 148 | 147 | 147 | 148 |
Avg Bars in Losers | 193 | 188 | 198 | 193 | 188 | 198 |
Bars Traded | 24181 | 12049 | 12132 | 24181 | 12049 | 12132 |
Profit Streak | 5.1233 | 19.6441 | 0 | 5.1233 | 19.6441 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455037 | -61123 | -70543 | 392830 | -59575 | -81865 |
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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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