Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159981.989 | 122978.7335 | 37003.2555 | 145352.7614 | 125483.6836 | 19869.0778 |
Total P&L (%) | 159.982 | 122.9787 | 37.0033 | 145.3528 | 125.4837 | 19.8691 |
Avg Daily Profit (%) | 0.3072 | 0.2361 | 0.071 | 0.1725 | 0.1562 | 0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147563 | -85601 | -88511 | -102309 | -49415 | -61760 |
Profit Factor | 1.3867 | 1.6167 | 1.1727 | 1.399 | 1.742 | 1.1018 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 52.2388 | 52.2388 | 52.2388 | 52.2388 | 52.2388 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.2679 | 1.4781 | 1.0722 | 1.2791 | 1.5927 | 1.0074 |
Largest Winning Trade | 36717 | 36717 | 36017 | 41545 | 41545 | 24415 |
Largest Losing Trade | -30317 | -30317 | -28811 | -33099 | -26347 | -33099 |
Avg Bars in Trades | 182 | 186 | 178 | 182 | 186 | 178 |
Avg Bars in Winners | 148 | 167 | 130 | 148 | 167 | 130 |
Avg Bars in Losers | 219 | 207 | 231 | 219 | 207 | 231 |
Bars Traded | 24478 | 12499 | 11979 | 24478 | 12499 | 11979 |
Profit Streak | 12.7047 | 22.2881 | 12.7047 | 12.7047 | 22.2881 | 12.7047 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371142 | -106036 | -247472 | 332406 | -105366 | -378256 |
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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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