Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193440.1363 | 129591.0551 | 63849.0811 | 277362.712 | 118620.4215 | 158742.2905 |
Total P&L (%) | 193.4401 | 129.5911 | 63.8491 | 277.3627 | 118.6204 | 158.7423 |
Avg Daily Profit (%) | 0.3352 | 0.2246 | 0.1106 | 0.2304 | 0.1356 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59093 | -48271 | -33380 | -216315 | -223962 | -45745 |
Profit Factor | 1.692 | 1.7047 | 1.6675 | 1.5131 | 1.2792 | 2.3717 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 84.0278 | 83.3333 | 84.7222 | 84.0278 | 83.3333 | 84.7222 |
Ratio Avg Win / Avg Loss | 0.3216 | 0.3409 | 0.3007 | 0.2876 | 0.2558 | 0.4277 |
Largest Winning Trade | 23217 | 23217 | 10985 | 85601 | 85601 | 21005 |
Largest Losing Trade | -38159 | -38159 | -33380 | -203800 | -203800 | -37123 |
Avg Bars in Trades | 90 | 152 | 28 | 90 | 152 | 28 |
Avg Bars in Winners | 29 | 40 | 18 | 29 | 40 | 18 |
Avg Bars in Losers | 408 | 709 | 80 | 408 | 709 | 80 |
Bars Traded | 12984 | 10958 | 2026 | 12984 | 10958 | 2026 |
Profit Streak | 499.966 | 499.966 | 571.0076 | 499.966 | 499.966 | 571.0076 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544495 | -66113 | -118794 | 486739 | -88072 | -64421 |
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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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