Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98749.0328 | 59973.697 | 38775.3358 | 127972.0709 | 71847.991 | 56124.0799 |
Total P&L (%) | 98.749 | 59.9737 | 38.7753 | 127.9721 | 71.848 | 56.1241 |
Avg Daily Profit (%) | 0.3792 | 0.2303 | 0.1489 | 0.3169 | 0.2081 | 0.1712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50130 | -21647 | -36963 | -50419 | -24329 | -37646 |
Profit Factor | 1.5411 | 1.788 | 1.3645 | 1.6212 | 1.8669 | 1.4558 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 64.6259 | 66.2162 | 63.0137 | 64.6259 | 66.2162 | 63.0137 |
Ratio Avg Win / Avg Loss | 0.8435 | 0.9123 | 0.8009 | 0.8874 | 0.9525 | 0.8545 |
Largest Winning Trade | 13072 | 13072 | 11038 | 17173 | 12759 | 17173 |
Largest Losing Trade | -23111 | -15436 | -23111 | -27328 | -14196 | -27328 |
Avg Bars in Trades | 168 | 103 | 233 | 168 | 103 | 233 |
Avg Bars in Winners | 128 | 81 | 177 | 128 | 81 | 177 |
Avg Bars in Losers | 241 | 147 | 328 | 241 | 147 | 328 |
Bars Traded | 24749 | 7690 | 17059 | 24749 | 7690 | 17059 |
Profit Streak | 10.3595 | 10.3595 | 12.37 | 10.3595 | 10.3595 | 12.37 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414458 | -54549 | -68104 | 409730 | -53917 | -64485 |
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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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