Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78312.9447 | 9617.3039 | 68695.6408 | 66865.5929 | -3094.4102 | 69960.0031 |
Total P&L (%) | 78.3129 | 9.6173 | 68.6956 | 66.8656 | -3.0944 | 69.96 |
Avg Daily Profit (%) | 0.3007 | 0.0369 | 0.2638 | 0.1968 | -0.0121 | 0.2039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55734 | -64000 | -30888 | -65628 | -71010 | -25116 |
Profit Factor | 1.183 | 1.0368 | 1.4118 | 1.1609 | 0.9881 | 1.45 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 171 | 82 | 89 | 171 | 82 | 89 |
Losing Trades | 194 | 101 | 93 | 194 | 101 | 93 |
Profitability (%) | 46.8493 | 44.8087 | 48.9011 | 46.8493 | 44.8087 | 48.9011 |
Ratio Avg Win / Avg Loss | 1.3421 | 1.2771 | 1.4752 | 1.317 | 1.2171 | 1.5152 |
Largest Winning Trade | 15386 | 15386 | 12994 | 11831 | 11831 | 10847 |
Largest Losing Trade | -27468 | -27468 | -13982 | -32855 | -32855 | -11570 |
Avg Bars in Trades | 67 | 85 | 50 | 67 | 85 | 50 |
Avg Bars in Winners | 79 | 98 | 62 | 79 | 98 | 62 |
Avg Bars in Losers | 56 | 74 | 37 | 56 | 74 | 37 |
Bars Traded | 24716 | 15602 | 9114 | 24716 | 15602 | 9114 |
Profit Streak | 1.6811 | 2.2124 | 0 | 1.6811 | 2.2124 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13812 | -494247 | 267156 | -39230 | -584003 | 300167 |
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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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