Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142949.046 | 55345.5615 | 87603.4845 | 181812.9018 | 62907.4505 | 118905.4513 |
Total P&L (%) | 142.949 | 55.3456 | 87.6035 | 181.8129 | 62.9075 | 118.9055 |
Avg Daily Profit (%) | 0.2159 | 0.0836 | 0.1323 | 0.1566 | 0.0737 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57821 | -42546 | -39776 | -83198 | -86055 | -49105 |
Profit Factor | 1.4718 | 1.4068 | 1.5247 | 1.4427 | 1.3257 | 1.5466 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 41.7219 | 40 | 43.4211 | 41.7219 | 40 | 43.4211 |
Ratio Avg Win / Avg Loss | 2.0558 | 2.1102 | 1.9867 | 2.0152 | 1.9886 | 2.0152 |
Largest Winning Trade | 35035 | 35035 | 30477 | 54739 | 42176 | 54739 |
Largest Losing Trade | -18275 | -18275 | -15148 | -39325 | -39325 | -14732 |
Avg Bars in Trades | 103 | 96 | 110 | 103 | 96 | 110 |
Avg Bars in Winners | 163 | 135 | 189 | 163 | 135 | 189 |
Avg Bars in Losers | 60 | 71 | 49 | 60 | 71 | 49 |
Bars Traded | 15628 | 7263 | 8365 | 15628 | 7263 | 8365 |
Profit Streak | 424.5561 | 424.5561 | 425.1811 | 424.5561 | 424.5561 | 425.1811 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316525 | -140860 | -64991 | 291889 | -153994 | -83405 |
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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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