Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66865.5266 | 31073.6216 | 35791.905 | 67205.4652 | 36267.4799 | 30937.9853 |
Total P&L (%) | 66.8655 | 31.0736 | 35.7919 | 67.2055 | 36.2675 | 30.938 |
Avg Daily Profit (%) | 0.2568 | 0.1193 | 0.1374 | 0.1976 | 0.1189 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25666 | -22738 | -28601 | -47907 | -28298 | -51546 |
Profit Factor | 1.3966 | 1.4017 | 1.3923 | 1.2804 | 1.3479 | 1.2284 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 73.4694 | 73.9726 | 72.973 | 73.4694 | 73.9726 | 72.973 |
Ratio Avg Win / Avg Loss | 0.5043 | 0.4932 | 0.5157 | 0.4623 | 0.4742 | 0.455 |
Largest Winning Trade | 17167 | 12305 | 17167 | 24498 | 16061 | 24498 |
Largest Losing Trade | -22738 | -22738 | -18718 | -34742 | -28298 | -34742 |
Avg Bars in Trades | 165 | 166 | 164 | 165 | 166 | 164 |
Avg Bars in Winners | 83 | 79 | 87 | 83 | 79 | 87 |
Avg Bars in Losers | 393 | 413 | 374 | 393 | 413 | 374 |
Bars Traded | 24372 | 12167 | 12205 | 24372 | 12167 | 12205 |
Profit Streak | 3.4405 | 3.4405 | 5.1384 | 3.4405 | 3.4405 | 5.1384 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327284 | -108392 | -74584 | 284310 | -108823 | -121188 |
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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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