Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167942.6624 | 56602.2068 | 111340.4556 | 236257.336 | 86798.0378 | 149459.2981 |
Total P&L (%) | 167.9427 | 56.6022 | 111.3405 | 236.2573 | 86.798 | 149.4593 |
Avg Daily Profit (%) | 0.3225 | 0.1087 | 0.2138 | 0.2331 | 0.12 | 0.1757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32004 | -52640 | -40686 | -100588 | -109260 | -67066 |
Profit Factor | 1.3163 | 1.2005 | 1.4479 | 1.2479 | 1.1745 | 1.328 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 153 | 82 | 71 | 153 | 82 | 71 |
Profitability (%) | 47.6027 | 43.8356 | 51.3699 | 47.6027 | 43.8356 | 51.3699 |
Ratio Avg Win / Avg Loss | 1.4489 | 1.5381 | 1.3707 | 1.3736 | 1.5048 | 1.2572 |
Largest Winning Trade | 20126 | 19138 | 20126 | 36712 | 33506 | 36712 |
Largest Losing Trade | -20061 | -12078 | -20061 | -34209 | -32219 | -34209 |
Avg Bars in Trades | 84 | 85 | 82 | 84 | 85 | 82 |
Avg Bars in Winners | 104 | 104 | 104 | 104 | 104 | 104 |
Avg Bars in Losers | 65 | 70 | 60 | 65 | 70 | 60 |
Bars Traded | 24618 | 12516 | 12101 | 24618 | 12516 | 12101 |
Profit Streak | 5.7047 | 6.0797 | 5.7047 | 5.7047 | 6.0797 | 5.7047 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361841 | -50647 | 319342 | 319293 | -62672 | 281237 |
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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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