Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114445.1987 | 45158.1887 | 69287.01 | 117225.6614 | 51141.046 | 66084.6154 |
Total P&L (%) | 114.4452 | 45.1582 | 69.287 | 117.2257 | 51.141 | 66.0846 |
Avg Daily Profit (%) | 0.4395 | 0.1734 | 0.2661 | 0.2983 | 0.1587 | 0.195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54939 | -33742 | -52148 | -122308 | -53771 | -127392 |
Profit Factor | 1.4364 | 1.3518 | 1.5175 | 1.2379 | 1.2212 | 1.2527 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 62.9371 | 59.7222 | 66.1972 | 62.9371 | 59.7222 | 66.1972 |
Ratio Avg Win / Avg Loss | 0.8459 | 0.9117 | 0.7749 | 0.729 | 0.8236 | 0.6397 |
Largest Winning Trade | 23411 | 15099 | 23411 | 32242 | 32069 | 32242 |
Largest Losing Trade | -29914 | -29914 | -28948 | -59359 | -41551 | -59359 |
Avg Bars in Trades | 168 | 111 | 225 | 168 | 111 | 225 |
Avg Bars in Winners | 149 | 105 | 189 | 149 | 105 | 189 |
Avg Bars in Losers | 199 | 119 | 295 | 199 | 119 | 295 |
Bars Traded | 24044 | 8035 | 16009 | 24044 | 8035 | 16009 |
Profit Streak | 6.2878 | 6.2983 | 0 | 6.2878 | 6.2983 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369787 | -74258 | -78091 | 282694 | -74675 | -80530 |
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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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