Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154120.0003 | 82334.524 | 71785.4763 | 186706.8386 | 86478.1079 | 100228.7307 |
Total P&L (%) | 154.12 | 82.3345 | 71.7855 | 186.7068 | 86.4781 | 100.2287 |
Avg Daily Profit (%) | 0.2959 | 0.1581 | 0.1378 | 0.2024 | 0.1197 | 0.1334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55439 | -30656 | -41767 | -131547 | -70554 | -111533 |
Profit Factor | 1.4219 | 1.4453 | 1.3979 | 1.2524 | 1.2356 | 1.269 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 54.9296 | 52.1127 | 57.7465 | 54.9296 | 52.1127 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.1667 | 1.3281 | 1.0229 | 1.0276 | 1.1354 | 0.9285 |
Largest Winning Trade | 27327 | 27327 | 22661 | 48265 | 39222 | 48265 |
Largest Losing Trade | -23118 | -19617 | -23118 | -70115 | -37821 | -70115 |
Avg Bars in Trades | 171 | 182 | 159 | 171 | 182 | 159 |
Avg Bars in Winners | 153 | 164 | 143 | 153 | 164 | 143 |
Avg Bars in Losers | 192 | 202 | 182 | 192 | 202 | 182 |
Bars Traded | 24288 | 12955 | 11334 | 24288 | 12955 | 11334 |
Profit Streak | 10.2923 | 11.8548 | 10.2923 | 10.2923 | 11.8548 | 10.2923 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405139 | -77653 | -93940 | 339089 | -119382 | -102309 |
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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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