Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134287.478 | 32724.478 | 101563 | 120782.0153 | -9156.8228 | 129938.8381 |
Total P&L (%) | 134.2875 | 32.7245 | 101.563 | 120.782 | -9.1568 | 129.9388 |
Avg Daily Profit (%) | 0.2578 | 0.0628 | 0.195 | 0.1522 | -0.0184 | 0.16 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61501 | -57481 | -49900 | -71358 | -90015 | -51104 |
Profit Factor | 1.2687 | 1.1064 | 1.5281 | 1.1733 | 0.9787 | 1.4874 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 176 | 86 | 90 | 176 | 86 | 90 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 64.7059 | 63.2353 | 66.1765 | 64.7059 | 63.2353 | 66.1765 |
Ratio Avg Win / Avg Loss | 0.692 | 0.6433 | 0.781 | 0.64 | 0.569 | 0.7602 |
Largest Winning Trade | 17706 | 17706 | 17615 | 22733 | 22371 | 22733 |
Largest Losing Trade | -25169 | -25169 | -19805 | -37004 | -37004 | -27668 |
Avg Bars in Trades | 90 | 92 | 89 | 90 | 92 | 89 |
Avg Bars in Winners | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Losers | 145 | 156 | 133 | 145 | 156 | 133 |
Bars Traded | 24744 | 12639 | 12105 | 24744 | 12639 | 12105 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327656 | -216060 | 314052 | -21611 | -579824 | 294342 |
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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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