Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146700.917 | 44634.3889 | 102066.5281 | 220500.8712 | 107664.143 | 112836.7283 |
Total P&L (%) | 146.7009 | 44.6344 | 102.0665 | 220.5009 | 107.6641 | 112.8367 |
Avg Daily Profit (%) | 0.5633 | 0.1714 | 0.3919 | 0.4482 | 0.281 | 0.2905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46900 | -49949 | -33781 | -68364 | -49746 | -56511 |
Profit Factor | 1.6227 | 1.3984 | 1.826 | 1.6424 | 1.7646 | 1.5573 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 52.1008 | 55.9322 | 48.3333 | 52.1008 | 55.9322 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.4918 | 1.1018 | 1.9519 | 1.5099 | 1.3903 | 1.6647 |
Largest Winning Trade | 26207 | 26207 | 25888 | 51633 | 51633 | 43271 |
Largest Losing Trade | -18844 | -11254 | -18844 | -29843 | -12152 | -29843 |
Avg Bars in Trades | 204 | 221 | 186 | 204 | 221 | 186 |
Avg Bars in Winners | 246 | 264 | 227 | 246 | 264 | 227 |
Avg Bars in Losers | 157 | 168 | 148 | 157 | 168 | 148 |
Bars Traded | 24282 | 13091 | 11191 | 24282 | 13091 | 11191 |
Profit Streak | 12.6193 | 12.6193 | 13.0673 | 12.6193 | 12.6193 | 13.0673 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481973 | -170441 | -157417 | 487929 | -166144 | -158981 |
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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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