Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144781.479 | 76787.4334 | 67994.0456 | 177241.2719 | 96232.5261 | 81008.7458 |
Total P&L (%) | 144.7815 | 76.7874 | 67.994 | 177.2413 | 96.2325 | 81.0087 |
Avg Daily Profit (%) | 0.278 | 0.1474 | 0.1305 | 0.196 | 0.1295 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50960 | -45779 | -32693 | -56328 | -41665 | -43799 |
Profit Factor | 1.4536 | 1.5232 | 1.3943 | 1.5318 | 1.6534 | 1.4355 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 59.2857 | 62.8571 | 55.7143 | 59.2857 | 62.8571 | 55.7143 |
Ratio Avg Win / Avg Loss | 0.9983 | 0.9001 | 1.1083 | 1.052 | 0.977 | 1.1411 |
Largest Winning Trade | 25335 | 25335 | 25124 | 32853 | 32853 | 22469 |
Largest Losing Trade | -26709 | -23175 | -26709 | -41367 | -18029 | -41367 |
Avg Bars in Trades | 173 | 188 | 158 | 173 | 188 | 158 |
Avg Bars in Winners | 150 | 162 | 137 | 150 | 162 | 137 |
Avg Bars in Losers | 206 | 233 | 184 | 206 | 233 | 184 |
Bars Traded | 24316 | 13215 | 11101 | 24316 | 13215 | 11101 |
Profit Streak | 31.1026 | 31.1026 | 36.4984 | 31.1026 | 31.1026 | 36.4984 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370335 | -88028 | -110687 | 422314 | -111343 | -132374 |
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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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