Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78876.5821 | 13057.3415 | 65819.2406 | 75928.5553 | -6231.011 | 82159.5663 |
Total P&L (%) | 78.8766 | 13.0573 | 65.8192 | 75.9286 | -6.231 | 82.1596 |
Avg Daily Profit (%) | 0.3029 | 0.0501 | 0.2527 | 0.2172 | -0.0247 | 0.2306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34639 | -26731 | -24246 | -85888 | -62766 | -51062 |
Profit Factor | 1.2423 | 1.0728 | 1.4502 | 1.1169 | 0.9826 | 1.2816 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 158 | 73 | 85 | 158 | 73 | 85 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 61.9608 | 57.4803 | 66.4063 | 61.9608 | 57.4803 | 66.4063 |
Ratio Avg Win / Avg Loss | 0.7627 | 0.7936 | 0.7336 | 0.6857 | 0.7268 | 0.6483 |
Largest Winning Trade | 10729 | 10729 | 9776 | 18917 | 18902 | 18917 |
Largest Losing Trade | -19873 | -15130 | -19873 | -41736 | -31246 | -41736 |
Avg Bars in Trades | 96 | 97 | 95 | 96 | 97 | 95 |
Avg Bars in Winners | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Losers | 142 | 140 | 146 | 142 | 140 | 146 |
Bars Traded | 24656 | 12383 | 12273 | 24656 | 12383 | 12273 |
Profit Streak | 3.6342 | 0 | 7.4363 | 3.6342 | 0 | 7.4363 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269848 | -339383 | 331524 | -84902 | -581420 | 297626 |
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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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