Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132255.7018 | 71697.7958 | 60557.906 | 129697.2519 | 73754.7494 | 55942.5025 |
Total P&L (%) | 132.2557 | 71.6978 | 60.5579 | 129.6973 | 73.7547 | 55.9425 |
Avg Daily Profit (%) | 0.2539 | 0.1377 | 0.1163 | 0.1598 | 0.1061 | 0.0853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77883 | -52031 | -69653 | -62884 | -41391 | -59652 |
Profit Factor | 1.3911 | 1.4684 | 1.3271 | 1.4187 | 1.5609 | 1.3138 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 65 | 61.4286 | 68.5714 | 65 | 61.4286 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.749 | 0.922 | 0.6083 | 0.7639 | 0.9801 | 0.6021 |
Largest Winning Trade | 18835 | 18835 | 18266 | 20637 | 15702 | 20637 |
Largest Losing Trade | -34016 | -24412 | -34016 | -59652 | -19686 | -59652 |
Avg Bars in Trades | 173 | 182 | 164 | 173 | 182 | 164 |
Avg Bars in Winners | 125 | 132 | 119 | 125 | 132 | 119 |
Avg Bars in Losers | 262 | 261 | 264 | 262 | 261 | 264 |
Bars Traded | 24305 | 12765 | 11540 | 24305 | 12765 | 11540 |
Profit Streak | 32.6322 | 35.1739 | 32.6322 | 32.6322 | 35.1739 | 32.6322 |
Trades During Streak | 15 | 8 | 7 | 15 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380709 | -101449 | -130563 | 357814 | -142922 | -172187 |
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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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