Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103395.5214 | 62301.0264 | 41094.495 | 116125.1921 | 112691.9902 | 3433.2019 |
Total P&L (%) | 103.3955 | 62.301 | 41.0945 | 116.1252 | 112.692 | 3.4332 |
Avg Daily Profit (%) | 0.397 | 0.2392 | 0.1578 | 0.2964 | 0.2902 | 0.013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49612 | -32626 | -35533 | -159527 | -94912 | -119176 |
Profit Factor | 1.3555 | 1.4358 | 1.2778 | 1.1649 | 1.3473 | 1.009 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 71.8391 | 70.1149 | 73.5632 | 71.8391 | 70.1149 | 73.5632 |
Ratio Avg Win / Avg Loss | 0.5313 | 0.612 | 0.4592 | 0.4566 | 0.5742 | 0.3626 |
Largest Winning Trade | 14508 | 14508 | 10348 | 19459 | 18970 | 19459 |
Largest Losing Trade | -19432 | -16547 | -19432 | -59633 | -39658 | -59633 |
Avg Bars in Trades | 140 | 144 | 137 | 140 | 144 | 137 |
Avg Bars in Winners | 89 | 84 | 95 | 89 | 84 | 95 |
Avg Bars in Losers | 270 | 285 | 254 | 270 | 285 | 254 |
Bars Traded | 24491 | 12559 | 11931 | 24491 | 12559 | 11931 |
Profit Streak | 0 | 0 | 11.7308 | 0 | 0 | 11.7308 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374694 | 282903 | 220346 | -30032 | 297588 | -550846 |
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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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