Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84383.0357 | 4255.6706 | 80127.365 | 35464.6543 | -33431.4887 | 68896.143 |
Total P&L (%) | 84.383 | 4.2557 | 80.1274 | 35.4647 | -33.4315 | 68.8961 |
Avg Daily Profit (%) | 0.162 | 0.0082 | 0.1538 | 0.0583 | -0.0781 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74063 | -62527 | -48805 | -98160 | -79551 | -60489 |
Profit Factor | 1.1776 | 1.0148 | 1.4287 | 1.0642 | 0.8987 | 1.3102 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 66.3212 | 60.4167 | 72.1649 | 66.3212 | 60.4167 | 72.1649 |
Ratio Avg Win / Avg Loss | 0.598 | 0.6648 | 0.5511 | 0.5404 | 0.5888 | 0.5054 |
Largest Winning Trade | 25510 | 25510 | 16240 | 20881 | 20881 | 18863 |
Largest Losing Trade | -26350 | -26350 | -19455 | -33475 | -33475 | -27699 |
Avg Bars in Trades | 126 | 134 | 118 | 126 | 134 | 118 |
Avg Bars in Winners | 68 | 64 | 71 | 68 | 64 | 71 |
Avg Bars in Losers | 240 | 240 | 240 | 240 | 240 | 240 |
Bars Traded | 24396 | 12882 | 11514 | 24396 | 12882 | 11514 |
Profit Streak | 0 | 10.9187 | 0 | 0 | 10.9187 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16997 | -552067 | 313823 | -266676 | -579199 | -57871 |
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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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