Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85486.412 | 30912.5868 | 54573.8253 | 92189.9744 | 31669.9599 | 60520.0145 |
Total P&L (%) | 85.4864 | 30.9126 | 54.5738 | 92.19 | 31.67 | 60.52 |
Avg Daily Profit (%) | 0.9848 | 0.3561 | 0.6287 | 0.7554 | 0.3174 | 0.5466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32257 | -15717 | -41620 | -43821 | -21146 | -54156 |
Profit Factor | 1.4412 | 1.3542 | 1.5126 | 1.4041 | 1.3178 | 1.471 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 52.4476 | 49.2958 | 55.5556 | 52.4476 | 49.2958 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3067 | 1.3929 | 1.2101 | 1.2731 | 1.3555 | 1.1768 |
Largest Winning Trade | 33283 | 21814 | 33283 | 47993 | 21789 | 47993 |
Largest Losing Trade | -17543 | -8770 | -17543 | -22858 | -8704 | -22858 |
Avg Bars in Trades | 170 | 177 | 164 | 170 | 177 | 164 |
Avg Bars in Winners | 210 | 230 | 192 | 210 | 230 | 192 |
Avg Bars in Losers | 126 | 125 | 128 | 126 | 125 | 128 |
Bars Traded | 24393 | 12577 | 11816 | 24393 | 12577 | 11816 |
Profit Streak | 8.298 | 8.298 | 8.5341 | 8.298 | 8.298 | 8.5341 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516743 | -81237 | -67125 | 489083 | -81723 | -67684 |
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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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