Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150931.8013 | 73125.3938 | 77806.4075 | 278787.321 | 129718.1782 | 149069.1427 |
Total P&L (%) | 150.9318 | 73.1254 | 77.8064 | 278.7873 | 129.7182 | 149.0691 |
Avg Daily Profit (%) | 0.5796 | 0.2808 | 0.2988 | 0.5127 | 0.3199 | 0.351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32622 | -17595 | -24034 | -45788 | -33750 | -30512 |
Profit Factor | 1.7811 | 1.7086 | 1.8642 | 1.8715 | 1.8039 | 1.9403 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 71.6049 | 70.3704 | 72.8395 | 71.6049 | 70.3704 | 72.8395 |
Ratio Avg Win / Avg Loss | 0.7063 | 0.7194 | 0.6951 | 0.7421 | 0.7596 | 0.7235 |
Largest Winning Trade | 18079 | 13289 | 18079 | 57998 | 20422 | 57998 |
Largest Losing Trade | -17595 | -17595 | -10539 | -30512 | -17370 | -30512 |
Avg Bars in Trades | 152 | 145 | 159 | 152 | 145 | 159 |
Avg Bars in Winners | 107 | 104 | 111 | 107 | 104 | 111 |
Avg Bars in Losers | 264 | 243 | 287 | 264 | 243 | 287 |
Bars Traded | 24694 | 11799 | 12894 | 24694 | 11799 | 12894 |
Profit Streak | 2.2621 | 0 | 6.4392 | 2.2621 | 0 | 6.4392 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427817 | -1663 | 24793 | 413528 | -1145 | 46162 |
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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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