Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173363.364 | 99905.0334 | 73458.3306 | 219555.8351 | 112196.0561 | 107359.779 |
Total P&L (%) | 173.3634 | 99.905 | 73.4583 | 219.5558 | 112.1961 | 107.3598 |
Avg Daily Profit (%) | 0.3329 | 0.1918 | 0.141 | 0.2233 | 0.1446 | 0.1401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78890 | -71242 | -21319 | -112358 | -166445 | -50898 |
Profit Factor | 1.4484 | 1.3852 | 1.5772 | 1.3059 | 1.2282 | 1.4748 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 53.5714 | 52.8571 | 54.2857 | 53.5714 | 52.8571 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.2553 | 1.2355 | 1.3282 | 1.1318 | 1.0954 | 1.242 |
Largest Winning Trade | 29707 | 29707 | 15579 | 59848 | 59848 | 31154 |
Largest Losing Trade | -32492 | -32492 | -14717 | -36577 | -36577 | -14789 |
Avg Bars in Trades | 173 | 253 | 93 | 173 | 253 | 93 |
Avg Bars in Winners | 205 | 295 | 118 | 205 | 295 | 118 |
Avg Bars in Losers | 136 | 206 | 65 | 136 | 206 | 65 |
Bars Traded | 24304 | 17729 | 6575 | 24304 | 17729 | 6575 |
Profit Streak | 15.5786 | 16.7036 | 15.5786 | 15.5786 | 16.7036 | 15.5786 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413935 | -85154 | -96586 | 348867 | -93731 | -98436 |
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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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