Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133331.5044 | 46120.5563 | 87210.9481 | 177223.1471 | 66963.141 | 110260.0062 |
Total P&L (%) | 133.3315 | 46.1206 | 87.2109 | 177.2231 | 66.9631 | 110.26 |
Avg Daily Profit (%) | 0.512 | 0.1771 | 0.3349 | 0.3923 | 0.197 | 0.2858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56394 | -64272 | -24098 | -49827 | -53572 | -24591 |
Profit Factor | 1.4666 | 1.3002 | 1.6601 | 1.5437 | 1.3862 | 1.7228 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 42.4658 | 42.4658 | 42.4658 | 42.4658 | 42.4658 | 42.4658 |
Ratio Avg Win / Avg Loss | 1.9871 | 1.7616 | 2.2492 | 2.0915 | 1.878 | 2.3341 |
Largest Winning Trade | 31344 | 31344 | 19768 | 31010 | 31010 | 30793 |
Largest Losing Trade | -15504 | -15504 | -9650 | -19372 | -18531 | -19372 |
Avg Bars in Trades | 167 | 173 | 161 | 167 | 173 | 161 |
Avg Bars in Winners | 249 | 247 | 251 | 249 | 247 | 251 |
Avg Bars in Losers | 107 | 119 | 94 | 107 | 119 | 94 |
Bars Traded | 24469 | 12696 | 11773 | 24469 | 12696 | 11773 |
Profit Streak | 0 | 0 | 17.9726 | 0 | 0 | 17.9726 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308223 | -69339 | -62889 | 288354 | -67168 | -63188 |
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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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