Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120426.185 | 17437.6139 | 102988.571 | 47950.1627 | -22256.7305 | 70206.8933 |
Total P&L (%) | 120.4262 | 17.4376 | 102.9886 | 47.9502 | -22.2567 | 70.2069 |
Avg Daily Profit (%) | 0.2312 | 0.0335 | 0.1977 | 0.0752 | -0.0483 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74223 | -65792 | -44666 | -109701 | -127928 | -101596 |
Profit Factor | 1.2936 | 1.0739 | 1.591 | 1.0752 | 0.9374 | 1.2493 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 66.9903 | 64.7059 | 69.2308 | 66.9903 | 64.7059 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.6374 | 0.5858 | 0.7071 | 0.5298 | 0.5113 | 0.5553 |
Largest Winning Trade | 36440 | 33104 | 36440 | 42136 | 42136 | 39022 |
Largest Losing Trade | -38936 | -34011 | -38936 | -93403 | -60766 | -93403 |
Avg Bars in Trades | 235 | 257 | 214 | 235 | 257 | 214 |
Avg Bars in Winners | 151 | 155 | 147 | 151 | 155 | 147 |
Avg Bars in Losers | 405 | 442 | 364 | 405 | 442 | 364 |
Bars Traded | 24255 | 13110 | 11145 | 24255 | 13110 | 11145 |
Profit Streak | 0 | 51.6489 | 0 | 0 | 51.6489 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304261 | -474944 | -170333 | -231241 | -758083 | -236607 |
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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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