Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137094.8901 | 46796.895 | 90297.9951 | 123222.126 | 69147.1133 | 54075.0127 |
Total P&L (%) | 137.0949 | 46.7969 | 90.298 | 123.2221 | 69.1471 | 54.075 |
Avg Daily Profit (%) | 0.5264 | 0.1797 | 0.3467 | 0.3088 | 0.202 | 0.1661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109166 | -34400 | -78618 | -298777 | -103152 | -210459 |
Profit Factor | 1.4368 | 1.3946 | 1.4624 | 1.1657 | 1.2555 | 1.1143 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 52.7397 | 50.6849 | 54.7945 | 52.7397 | 50.6849 | 54.7945 |
Ratio Avg Win / Avg Loss | 1.2875 | 1.3569 | 1.2065 | 1.0446 | 1.2216 | 0.9193 |
Largest Winning Trade | 53290 | 29367 | 53290 | 95932 | 81038 | 95932 |
Largest Losing Trade | -44738 | -9286 | -44738 | -94894 | -35235 | -94894 |
Avg Bars in Trades | 168 | 172 | 164 | 168 | 172 | 164 |
Avg Bars in Winners | 159 | 165 | 154 | 159 | 165 | 154 |
Avg Bars in Losers | 178 | 179 | 176 | 178 | 179 | 176 |
Bars Traded | 24588 | 12582 | 12005 | 24588 | 12582 | 12005 |
Profit Streak | 3.0365 | 4.4845 | 0 | 3.0365 | 4.4845 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344279 | -66540 | -62502 | -31471 | -65638 | -162633 |
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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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