Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140320.7136 | 74203.1722 | 66117.5414 | 191910.092 | 107979.4181 | 83930.6739 |
Total P&L (%) | 140.3207 | 74.2032 | 66.1175 | 191.9101 | 107.9794 | 83.9307 |
Avg Daily Profit (%) | 0.5388 | 0.2849 | 0.2539 | 0.4122 | 0.2816 | 0.2343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37177 | -32512 | -40799 | -50419 | -35783 | -51898 |
Profit Factor | 1.4909 | 1.454 | 1.5402 | 1.4886 | 1.4691 | 1.5161 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 47.5862 | 43.8356 | 51.3889 | 47.5862 | 43.8356 | 51.3889 |
Ratio Avg Win / Avg Loss | 1.6422 | 1.8629 | 1.4569 | 1.6396 | 1.8823 | 1.4342 |
Largest Winning Trade | 24402 | 24402 | 18732 | 28743 | 28743 | 18707 |
Largest Losing Trade | -23709 | -23709 | -17247 | -23579 | -23350 | -23579 |
Avg Bars in Trades | 168 | 178 | 158 | 168 | 178 | 158 |
Avg Bars in Winners | 186 | 176 | 195 | 186 | 176 | 195 |
Avg Bars in Losers | 152 | 179 | 120 | 152 | 179 | 120 |
Bars Traded | 24447 | 13018 | 11429 | 24447 | 13018 | 11429 |
Profit Streak | 5.994 | 6.4003 | 5.994 | 5.994 | 6.4003 | 5.994 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450526 | -64102 | -70601 | 411056 | -64038 | -70657 |
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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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