Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130933.5515 | 92905.1119 | 38028.4396 | 159760.3719 | 141749.7958 | 18010.576 |
Total P&L (%) | 130.9336 | 92.9051 | 38.0284 | 159.7604 | 141.7498 | 18.0106 |
Avg Daily Profit (%) | 0.5028 | 0.3568 | 0.146 | 0.3672 | 0.3395 | 0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35274 | -19411 | -43222 | -110101 | -38948 | -107664 |
Profit Factor | 1.4791 | 1.7244 | 1.2622 | 1.327 | 1.6879 | 1.0638 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 70.3448 | 72.2222 | 68.4932 | 70.3448 | 72.2222 | 68.4932 |
Ratio Avg Win / Avg Loss | 0.6235 | 0.6632 | 0.5806 | 0.5594 | 0.6492 | 0.4893 |
Largest Winning Trade | 16049 | 15596 | 16049 | 24661 | 19961 | 24661 |
Largest Losing Trade | -34573 | -19411 | -34573 | -107664 | -38948 | -107664 |
Avg Bars in Trades | 168 | 165 | 171 | 168 | 165 | 171 |
Avg Bars in Winners | 109 | 106 | 112 | 109 | 106 | 112 |
Avg Bars in Losers | 309 | 318 | 300 | 309 | 318 | 300 |
Bars Traded | 24475 | 11932 | 12543 | 24475 | 11932 | 12543 |
Profit Streak | 6.885 | 13.7913 | 6.885 | 6.885 | 13.7913 | 6.885 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450094 | -66746 | -72308 | 374933 | -66963 | -338261 |
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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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