Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150608.8973 | 97179.0246 | 53429.8727 | 172503.9338 | 120643.0128 | 51860.921 |
Total P&L (%) | 150.6089 | 97.179 | 53.4299 | 172.5039 | 120.643 | 51.8609 |
Avg Daily Profit (%) | 0.2892 | 0.1866 | 0.1026 | 0.1927 | 0.1521 | 0.0802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46012 | -64237 | -31926 | -143409 | -195583 | -91064 |
Profit Factor | 1.2849 | 1.3685 | 1.2016 | 1.1497 | 1.2039 | 1.0925 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Losing Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Profitability (%) | 48.951 | 49.6504 | 48.2517 | 48.951 | 49.6504 | 48.2517 |
Ratio Avg Win / Avg Loss | 1.3399 | 1.3878 | 1.2887 | 1.199 | 1.2209 | 1.1717 |
Largest Winning Trade | 28865 | 28865 | 23215 | 64498 | 55642 | 64498 |
Largest Losing Trade | -18371 | -18371 | -13004 | -52531 | -52531 | -33409 |
Avg Bars in Trades | 86 | 82 | 89 | 86 | 82 | 89 |
Avg Bars in Winners | 105 | 100 | 109 | 105 | 100 | 109 |
Avg Bars in Losers | 68 | 65 | 71 | 68 | 65 | 71 |
Bars Traded | 24670 | 11854 | 12816 | 24670 | 11854 | 12816 |
Profit Streak | 3.2496 | 6.2496 | 0 | 3.2496 | 6.2496 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287322 | 313575 | -59071 | -48662 | 266743 | -207192 |
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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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