Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69760.174 | 6896.4135 | 62863.7605 | 66244.1665 | -6701.0676 | 72945.2342 |
Total P&L (%) | 69.7602 | 6.8964 | 62.8638 | 66.2442 | -6.7011 | 72.9452 |
Avg Daily Profit (%) | 0.2679 | 0.0265 | 0.2414 | 0.1954 | -0.0266 | 0.2106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31674 | -23899 | -24971 | -77939 | -55653 | -52464 |
Profit Factor | 1.2796 | 1.0467 | 1.618 | 1.1464 | 0.9747 | 1.389 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 63.8554 | 59.0361 | 68.6747 | 63.8554 | 59.0361 | 68.6747 |
Ratio Avg Win / Avg Loss | 0.7243 | 0.7263 | 0.738 | 0.6489 | 0.6763 | 0.6336 |
Largest Winning Trade | 12879 | 12879 | 10854 | 22553 | 22553 | 18934 |
Largest Losing Trade | -18606 | -17420 | -18606 | -37963 | -25004 | -37963 |
Avg Bars in Trades | 148 | 148 | 147 | 148 | 148 | 147 |
Avg Bars in Winners | 97 | 90 | 103 | 97 | 90 | 103 |
Avg Bars in Losers | 238 | 232 | 245 | 238 | 232 | 245 |
Bars Traded | 24619 | 12361 | 12258 | 24619 | 12361 | 12258 |
Profit Streak | 0 | 0 | 6.5753 | 0 | 0 | 6.5753 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278919 | -494420 | 340005 | -52551 | -581056 | 299988 |
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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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