Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86590.515 | 56579.8221 | 30010.693 | 47140.1073 | 75974.5248 | -28834.4175 |
Total P&L (%) | 86.5905 | 56.5798 | 30.0107 | 47.1401 | 75.9745 | -28.8344 |
Avg Daily Profit (%) | 0.3325 | 0.2173 | 0.1152 | 0.1484 | 0.2173 | -0.1305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66467 | -41227 | -69972 | -149305 | -46157 | -152636 |
Profit Factor | 1.2533 | 1.3629 | 1.1614 | 1.0788 | 1.3043 | 0.9172 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 53.5519 | 53.2609 | 53.8462 | 53.5519 | 53.2609 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0871 | 1.196 | 0.9955 | 0.9357 | 1.1446 | 0.7862 |
Largest Winning Trade | 17798 | 16383 | 17798 | 27039 | 27039 | 18328 |
Largest Losing Trade | -47921 | -31647 | -47921 | -99453 | -36977 | -99453 |
Avg Bars in Trades | 134 | 137 | 131 | 134 | 137 | 131 |
Avg Bars in Winners | 110 | 115 | 105 | 110 | 115 | 105 |
Avg Bars in Losers | 162 | 163 | 161 | 162 | 163 | 161 |
Bars Traded | 24645 | 12690 | 11954 | 24645 | 12690 | 11954 |
Profit Streak | 0 | 0 | 8.4297 | 0 | 0 | 8.4297 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308713 | 218197 | -86999 | -131960 | 237504 | -580861 |
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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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