Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78441.5182 | 57261.5982 | 21179.92 | 30143.4122 | 47282.7606 | -17139.3484 |
Total P&L (%) | 78.4415 | 57.2616 | 21.1799 | 30.1434 | 47.2828 | -17.1393 |
Avg Daily Profit (%) | 0.3012 | 0.2199 | 0.0813 | 0.1012 | 0.1488 | -0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73018 | -31493 | -78481 | -116846 | -42754 | -129565 |
Profit Factor | 1.1829 | 1.2948 | 1.0903 | 1.0461 | 1.1625 | 0.9527 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 176 | 89 | 87 | 176 | 89 | 87 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 71.5447 | 72.3577 | 70.7317 | 71.5447 | 72.3577 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.4705 | 0.4946 | 0.4511 | 0.4161 | 0.4441 | 0.3942 |
Largest Winning Trade | 14831 | 14831 | 14437 | 22267 | 19920 | 22267 |
Largest Losing Trade | -45768 | -23861 | -45768 | -65042 | -23816 | -65042 |
Avg Bars in Trades | 100 | 100 | 100 | 100 | 100 | 100 |
Avg Bars in Winners | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Losers | 213 | 211 | 215 | 213 | 211 | 215 |
Bars Traded | 24748 | 12384 | 12364 | 24748 | 12384 | 12364 |
Profit Streak | 3.2621 | 12.2725 | 3.2621 | 3.2621 | 12.2725 | 3.2621 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10313 | 302092 | -213223 | -230142 | -36362 | -580614 |
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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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