Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113711.342 | 57233.7535 | 56477.5885 | 40819.4736 | 25870.5273 | 14948.9464 |
Total P&L (%) | 113.7113 | 57.2338 | 56.4776 | 40.8195 | 25.8705 | 14.9489 |
Avg Daily Profit (%) | 0.197 | 0.0992 | 0.0979 | 0.0593 | 0.0399 | 0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85929 | -16068 | -98016 | -112948 | -18910 | -128454 |
Profit Factor | 1.3001 | 1.6722 | 1.1922 | 1.1142 | 1.3267 | 1.0537 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 52.4476 | 48.6111 | 56.338 | 52.4476 | 48.6111 | 56.338 |
Ratio Avg Win / Avg Loss | 1.1787 | 1.7677 | 0.924 | 1.0102 | 1.4025 | 0.8166 |
Largest Winning Trade | 34583 | 27809 | 34583 | 35669 | 11965 | 35669 |
Largest Losing Trade | -49297 | -12681 | -49297 | -75159 | -14979 | -75159 |
Avg Bars in Trades | 95 | 15 | 175 | 95 | 15 | 175 |
Avg Bars in Winners | 80 | 15 | 136 | 80 | 15 | 136 |
Avg Bars in Losers | 111 | 15 | 224 | 111 | 15 | 224 |
Bars Traded | 13587 | 1147 | 12440 | 13587 | 1147 | 12440 |
Profit Streak | 491.4332 | 491.4332 | 506.0165 | 491.4332 | 491.4332 | 506.0165 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322057 | -137778 | -158855 | -209508 | -222393 | -420428 |
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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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