Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114790.058 | 20292.8116 | 94497.2464 | 69350.3174 | 18038.9903 | 51311.3271 |
Total P&L (%) | 114.7901 | 20.2928 | 94.4972 | 69.3503 | 18.039 | 51.3113 |
Avg Daily Profit (%) | 0.2204 | 0.039 | 0.1814 | 0.1012 | 0.0318 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114766 | -51634 | -83424 | -94510 | -57041 | -61244 |
Profit Factor | 1.2727 | 1.0984 | 1.44 | 1.1906 | 1.107 | 1.2627 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 62.4161 | 58.1081 | 66.6667 | 62.4161 | 58.1081 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7663 | 0.7919 | 0.72 | 0.7169 | 0.7981 | 0.6314 |
Largest Winning Trade | 19760 | 19760 | 17936 | 19496 | 19496 | 19454 |
Largest Losing Trade | -39678 | -23432 | -39678 | -46993 | -25493 | -46993 |
Avg Bars in Trades | 162 | 173 | 152 | 162 | 173 | 152 |
Avg Bars in Winners | 112 | 125 | 100 | 112 | 125 | 100 |
Avg Bars in Losers | 246 | 239 | 256 | 246 | 239 | 256 |
Bars Traded | 24244 | 12806 | 11438 | 24244 | 12806 | 11438 |
Profit Streak | 10.1734 | 21.5276 | 10.1734 | 10.1734 | 21.5276 | 10.1734 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308949 | -324148 | -47694 | -67952 | -325695 | -144221 |
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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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