Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100714.9128 | 15977.5534 | 84737.3594 | 80278.151 | -18499.957 | 98778.1079 |
Total P&L (%) | 100.7149 | 15.9776 | 84.7374 | 80.2782 | -18.5 | 98.7781 |
Avg Daily Profit (%) | 0.1934 | 0.0307 | 0.1627 | 0.1132 | -0.0393 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44353 | -41240 | -44630 | -80963 | -67587 | -70843 |
Profit Factor | 1.2487 | 1.0681 | 1.4969 | 1.1206 | 0.952 | 1.3526 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 53.5714 | 51.0204 | 56.1224 | 53.5714 | 51.0204 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.0822 | 1.0254 | 1.1703 | 0.9712 | 0.914 | 1.0575 |
Largest Winning Trade | 24793 | 24793 | 18721 | 39930 | 39930 | 29751 |
Largest Losing Trade | -22217 | -22217 | -19985 | -28115 | -27657 | -28115 |
Avg Bars in Trades | 124 | 148 | 100 | 124 | 148 | 100 |
Avg Bars in Winners | 114 | 137 | 93 | 114 | 137 | 93 |
Avg Bars in Losers | 136 | 160 | 109 | 136 | 160 | 109 |
Bars Traded | 24447 | 14585 | 9862 | 24447 | 14585 | 9862 |
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 | 297182 | -307766 | 306765 | -130509 | -581507 | -16474 |
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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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