Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99720.2263 | 82989.2477 | 16730.9786 | 27705.4253 | 44294.1928 | -16588.7675 |
Total P&L (%) | 99.7202 | 82.9892 | 16.731 | 27.7054 | 44.2942 | -16.5888 |
Avg Daily Profit (%) | 0.1915 | 0.1593 | 0.0321 | 0.047 | 0.0704 | -0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57894 | -61069 | -53666 | -44643 | -41435 | -40977 |
Profit Factor | 1.1625 | 1.2712 | 1.0544 | 1.062 | 1.2088 | 0.9294 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 67.3387 | 66.9355 | 67.7419 | 67.3387 | 66.9355 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.5639 | 0.6279 | 0.5021 | 0.5151 | 0.5971 | 0.4426 |
Largest Winning Trade | 13911 | 13911 | 12718 | 10597 | 7475 | 10597 |
Largest Losing Trade | -31813 | -28940 | -31813 | -40977 | -16972 | -40977 |
Avg Bars in Trades | 99 | 98 | 101 | 99 | 98 | 101 |
Avg Bars in Winners | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Losers | 187 | 190 | 184 | 187 | 190 | 184 |
Bars Traded | 24741 | 12193 | 12548 | 24741 | 12193 | 12548 |
Profit Streak | 0 | 10.5226 | 0 | 0 | 10.5226 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32866 | 304220 | -319865 | -284569 | -99945 | -579271 |
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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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