Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88603.0509 | 3418.8023 | 85184.2486 | 34391.1555 | -11460.84 | 45851.9956 |
Total P&L (%) | 88.6031 | 3.4188 | 85.1842 | 34.3912 | -11.4608 | 45.852 |
Avg Daily Profit (%) | 0.1701 | 0.0066 | 0.1636 | 0.0568 | -0.0234 | 0.0725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66859 | -83877 | -46940 | -69446 | -77535 | -49451 |
Profit Factor | 1.1828 | 1.0127 | 1.3945 | 1.0761 | 0.9535 | 1.2229 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 50.8108 | 47.8261 | 53.7634 | 50.8108 | 47.8261 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.1451 | 1.1048 | 1.1992 | 1.0417 | 1.0402 | 1.0517 |
Largest Winning Trade | 29405 | 29405 | 16142 | 19361 | 19361 | 16367 |
Largest Losing Trade | -27424 | -27424 | -26849 | -30601 | -28953 | -30601 |
Avg Bars in Trades | 131 | 142 | 120 | 131 | 142 | 120 |
Avg Bars in Winners | 119 | 118 | 121 | 119 | 118 | 121 |
Avg Bars in Losers | 144 | 165 | 120 | 144 | 165 | 120 |
Bars Traded | 24387 | 13136 | 11252 | 24387 | 13136 | 11252 |
Profit Streak | 7.9764 | 0 | 12.8931 | 7.9764 | 0 | 12.8931 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10889 | -558087 | 311945 | -255515 | -580834 | -97545 |
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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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