Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92055.0261 | 86999.4582 | 5055.568 | 23493.8259 | 55891.0352 | -32397.2093 |
Total P&L (%) | 92.055 | 86.9995 | 5.0556 | 23.4938 | 55.891 | -32.3972 |
Avg Daily Profit (%) | 0.1767 | 0.167 | 0.0097 | 0.0405 | 0.0853 | -0.0751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59257 | -55330 | -56289 | -54518 | -38547 | -53043 |
Profit Factor | 1.1514 | 1.304 | 1.0157 | 1.0454 | 1.2428 | 0.8871 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 165 | 84 | 81 | 165 | 84 | 81 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 65.7371 | 67.2 | 64.2857 | 65.7371 | 67.2 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.6001 | 0.6365 | 0.5643 | 0.5449 | 0.6066 | 0.4928 |
Largest Winning Trade | 15087 | 12827 | 15087 | 10284 | 10036 | 10284 |
Largest Losing Trade | -30821 | -27209 | -30821 | -47067 | -18881 | -47067 |
Avg Bars in Trades | 97 | 94 | 100 | 97 | 94 | 100 |
Avg Bars in Winners | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Losers | 174 | 181 | 167 | 174 | 181 | 167 |
Bars Traded | 24509 | 11793 | 12716 | 24509 | 11793 | 12716 |
Profit Streak | 4.8476 | 11.806 | 4.8476 | 4.8476 | 11.806 | 4.8476 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44428 | 314505 | -548922 | -311732 | -79014 | -579140 |
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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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