Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56041.558 | 19026.1436 | 37015.4144 | 59767.0602 | 11916.5051 | 47850.555 |
Total P&L (%) | 56.0416 | 19.0261 | 37.0154 | 59.7671 | 11.9165 | 47.8506 |
Avg Daily Profit (%) | 0.6456 | 0.2192 | 0.4264 | 0.5412 | 0.1298 | 0.4515 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31868 | -29435 | -15901 | -58954 | -55514 | -28903 |
Profit Factor | 1.338 | 1.1889 | 1.569 | 1.2121 | 1.0694 | 1.4343 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 66.2722 | 68.2353 | 64.2857 | 66.2722 | 68.2353 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.681 | 0.5534 | 0.8717 | 0.6169 | 0.4978 | 0.7968 |
Largest Winning Trade | 7286 | 7286 | 5478 | 11204 | 11204 | 7981 |
Largest Losing Trade | -13266 | -13266 | -10456 | -22868 | -22868 | -20579 |
Avg Bars in Trades | 142 | 142 | 143 | 142 | 142 | 143 |
Avg Bars in Winners | 98 | 96 | 101 | 98 | 96 | 101 |
Avg Bars in Losers | 229 | 242 | 218 | 229 | 242 | 218 |
Bars Traded | 24166 | 12145 | 12021 | 24166 | 12145 | 12021 |
Profit Streak | 0 | 0 | 3.4996 | 0 | 0 | 3.4996 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367065 | -13837 | 243269 | 316186 | -271381 | 256014 |
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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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