Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92543.1642 | 13844.8467 | 78698.3175 | 67894.1034 | -9432.5731 | 77326.6765 |
Total P&L (%) | 92.5432 | 13.8448 | 78.6983 | 67.8941 | -9.4326 | 77.3267 |
Avg Daily Profit (%) | 0.1777 | 0.0266 | 0.1511 | 0.0995 | -0.019 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132498 | -68132 | -89433 | -151241 | -97153 | -76570 |
Profit Factor | 1.3243 | 1.118 | 1.4683 | 1.2096 | 0.9359 | 1.4374 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 59.3985 | 53.7313 | 65.1515 | 59.3985 | 53.7313 | 65.1515 |
Ratio Avg Win / Avg Loss | 0.9052 | 0.9627 | 0.7854 | 0.8268 | 0.8059 | 0.7689 |
Largest Winning Trade | 24448 | 13279 | 24448 | 24473 | 14550 | 24473 |
Largest Losing Trade | -40519 | -20407 | -40519 | -39237 | -39237 | -27950 |
Avg Bars in Trades | 179 | 57 | 303 | 179 | 57 | 303 |
Avg Bars in Winners | 158 | 54 | 246 | 158 | 54 | 246 |
Avg Bars in Losers | 209 | 61 | 409 | 209 | 61 | 409 |
Bars Traded | 23883 | 3863 | 20020 | 23883 | 3863 | 20020 |
Profit Streak | 12.5107 | 59.0732 | 12.5107 | 12.5107 | 59.0732 | 12.5107 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306256 | -411059 | -115520 | -59854 | -695951 | -168994 |
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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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