Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111043.1303 | 63578.3493 | 47464.781 | 86077.0614 | 84997.9247 | 1079.1367 |
Total P&L (%) | 111.0431 | 63.5783 | 47.4648 | 86.0771 | 84.9979 | 1.0791 |
Avg Daily Profit (%) | 0.4264 | 0.2441 | 0.1823 | 0.2387 | 0.2365 | 0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69943 | -36812 | -73614 | -142338 | -43816 | -147573 |
Profit Factor | 1.3718 | 1.4643 | 1.2935 | 1.1751 | 1.4226 | 1.0037 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 65.1007 | 57.3333 | 72.973 | 65.1007 | 57.3333 | 72.973 |
Ratio Avg Win / Avg Loss | 0.7354 | 1.0897 | 0.4791 | 0.6299 | 1.0587 | 0.3717 |
Largest Winning Trade | 21329 | 18156 | 21329 | 25456 | 25456 | 21201 |
Largest Losing Trade | -49402 | -30026 | -49402 | -91841 | -28046 | -91841 |
Avg Bars in Trades | 164 | 166 | 162 | 164 | 166 | 162 |
Avg Bars in Winners | 112 | 109 | 115 | 112 | 109 | 115 |
Avg Bars in Losers | 261 | 244 | 290 | 261 | 244 | 290 |
Bars Traded | 24547 | 12516 | 12031 | 24547 | 12516 | 12031 |
Profit Streak | 4.5588 | 4.5588 | 11.8088 | 4.5588 | 4.5588 | 11.8088 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382241 | -47699 | -56738 | -19454 | -47591 | -632223 |
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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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