Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97177.964 | 53689.4512 | 43488.5128 | 60768.8982 | 45567.8895 | 15201.0088 |
Total P&L (%) | 97.178 | 53.6895 | 43.4885 | 60.7689 | 45.5679 | 15.201 |
Avg Daily Profit (%) | 0.3732 | 0.2062 | 0.167 | 0.1825 | 0.1443 | 0.0544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69720 | -38879 | -72156 | -99868 | -34437 | -102564 |
Profit Factor | 1.3112 | 1.3795 | 1.2546 | 1.1576 | 1.2742 | 1.0693 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 71.3287 | 68.0556 | 74.6479 | 71.3287 | 68.0556 | 74.6479 |
Ratio Avg Win / Avg Loss | 0.5271 | 0.6475 | 0.4261 | 0.4653 | 0.5981 | 0.3631 |
Largest Winning Trade | 16108 | 11399 | 16108 | 14803 | 13808 | 14803 |
Largest Losing Trade | -48615 | -31246 | -48615 | -63602 | -27145 | -63602 |
Avg Bars in Trades | 171 | 176 | 167 | 171 | 176 | 167 |
Avg Bars in Winners | 98 | 102 | 95 | 98 | 102 | 95 |
Avg Bars in Losers | 352 | 332 | 377 | 352 | 332 | 377 |
Bars Traded | 24530 | 12672 | 11858 | 24530 | 12672 | 11858 |
Profit Streak | 4.5267 | 4.5267 | 11.9642 | 4.5267 | 4.5267 | 11.9642 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379908 | -72009 | -79743 | -39042 | -81394 | -359730 |
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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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