Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71853.7406 | 7903.8146 | 63949.926 | 67700.351 | -8705.2834 | 76405.6344 |
Total P&L (%) | 71.8537 | 7.9038 | 63.9499 | 67.7004 | -8.7053 | 76.4056 |
Avg Daily Profit (%) | 0.2759 | 0.0304 | 0.2456 | 0.1987 | -0.035 | 0.2182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55628 | -35708 | -26142 | -107012 | -66755 | -54962 |
Profit Factor | 1.2593 | 1.0471 | 1.5856 | 1.1422 | 0.9699 | 1.4087 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 65.2632 | 63.1579 | 67.3684 | 65.2632 | 63.1579 | 67.3684 |
Ratio Avg Win / Avg Loss | 0.6703 | 0.6108 | 0.768 | 0.608 | 0.5658 | 0.6823 |
Largest Winning Trade | 13238 | 13238 | 8263 | 26209 | 26209 | 11915 |
Largest Losing Trade | -17170 | -16811 | -17170 | -36764 | -29686 | -36764 |
Avg Bars in Trades | 129 | 130 | 128 | 129 | 130 | 128 |
Avg Bars in Winners | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Losers | 221 | 220 | 223 | 221 | 220 | 223 |
Bars Traded | 24642 | 12435 | 12207 | 24642 | 12435 | 12207 |
Profit Streak | 0 | 0 | 6.3635 | 0 | 0 | 6.3635 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288595 | -488506 | 334609 | -56728 | -580768 | 301793 |
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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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