Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140196 | 19004.9723 | 121191.0277 | 78801.261 | -5690.7916 | 84492.0526 |
Total P&L (%) | 140.196 | 19.005 | 121.191 | 78.8013 | -5.6908 | 84.4921 |
Avg Daily Profit (%) | 0.2692 | 0.0365 | 0.2327 | 0.1116 | -0.0112 | 0.1177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72342 | -54240 | -47490 | -111609 | -92224 | -94264 |
Profit Factor | 1.2529 | 1.0649 | 1.4632 | 1.1115 | 0.9855 | 1.268 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 42.9348 | 38.0435 | 47.8261 | 42.9348 | 38.0435 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.6653 | 1.7343 | 1.5962 | 1.4773 | 1.6049 | 1.3833 |
Largest Winning Trade | 48013 | 48013 | 41982 | 88270 | 88270 | 31772 |
Largest Losing Trade | -21598 | -19361 | -21598 | -38517 | -34045 | -38517 |
Avg Bars in Trades | 132 | 133 | 132 | 132 | 133 | 132 |
Avg Bars in Winners | 185 | 202 | 171 | 185 | 202 | 171 |
Avg Bars in Losers | 93 | 91 | 96 | 93 | 91 | 96 |
Bars Traded | 24469 | 12285 | 12184 | 24469 | 12285 | 12184 |
Profit Streak | 0 | 0 | 12.9105 | 0 | 0 | 12.9105 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 243605 | -305209 | 323272 | -144235 | -583527 | -37153 |
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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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