Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160894.4723 | 80107.4425 | 80787.0298 | 236799.59 | 118620.1541 | 118179.4359 |
Total P&L (%) | 160.8945 | 80.1074 | 80.787 | 236.7996 | 118.6202 | 118.1794 |
Avg Daily Profit (%) | 0.3089 | 0.1538 | 0.1551 | 0.2334 | 0.1503 | 0.1499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58339 | -46413 | -29059 | -65141 | -48640 | -71613 |
Profit Factor | 1.5549 | 1.5587 | 1.5513 | 1.6283 | 1.674 | 1.5883 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 56.25 | 51.3889 | 61.1111 | 56.25 | 51.3889 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.2094 | 1.4744 | 0.9872 | 1.2665 | 1.5835 | 1.0107 |
Largest Winning Trade | 29079 | 29079 | 17897 | 30683 | 30683 | 22872 |
Largest Losing Trade | -25509 | -22257 | -25509 | -65141 | -23867 | -65141 |
Avg Bars in Trades | 168 | 181 | 155 | 168 | 181 | 155 |
Avg Bars in Winners | 143 | 152 | 135 | 143 | 152 | 135 |
Avg Bars in Losers | 201 | 211 | 187 | 201 | 211 | 187 |
Bars Traded | 24263 | 13061 | 11202 | 24263 | 13061 | 11202 |
Profit Streak | 23.2588 | 23.2588 | 28.738 | 23.2588 | 23.2588 | 28.738 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448998 | -69448 | -69581 | 437650 | -67972 | -67862 |
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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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