Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90699.6527 | 17657.3297 | 73042.323 | 109281.1379 | 14155.7385 | 95125.3994 |
Total P&L (%) | 90.6997 | 17.6573 | 73.0423 | 109.2811 | 14.1557 | 95.1254 |
Avg Daily Profit (%) | 0.3483 | 0.0678 | 0.2805 | 0.284 | 0.0509 | 0.257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39528 | -20948 | -26328 | -99515 | -50126 | -62404 |
Profit Factor | 1.4016 | 1.1504 | 1.6735 | 1.2449 | 1.0605 | 1.4482 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 54.902 | 51.9608 | 57.8431 | 54.902 | 51.9608 | 57.8431 |
Ratio Avg Win / Avg Loss | 1.1513 | 1.0636 | 1.2197 | 1.0226 | 0.9804 | 1.0554 |
Largest Winning Trade | 22441 | 10176 | 22441 | 23456 | 23456 | 20779 |
Largest Losing Trade | -12516 | -9825 | -12516 | -29958 | -27650 | -29958 |
Avg Bars in Trades | 120 | 132 | 109 | 120 | 132 | 109 |
Avg Bars in Winners | 93 | 84 | 101 | 93 | 84 | 101 |
Avg Bars in Losers | 154 | 184 | 119 | 154 | 184 | 119 |
Bars Traded | 24669 | 13524 | 11145 | 24669 | 13524 | 11145 |
Profit Streak | 0 | 3.6366 | 0 | 0 | 3.6366 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356427 | -167945 | 349443 | 302171 | -319134 | 303714 |
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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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