Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87777.4512 | 57814.7243 | 29962.727 | 48967.76 | 62211.512 | -13243.752 |
Total P&L (%) | 87.7775 | 57.8147 | 29.9627 | 48.9678 | 62.2115 | -13.2438 |
Avg Daily Profit (%) | 0.3371 | 0.222 | 0.1151 | 0.1532 | 0.1859 | -0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72862 | -44451 | -71157 | -150891 | -61898 | -135364 |
Profit Factor | 1.2505 | 1.3519 | 1.1609 | 1.0888 | 1.2563 | 0.9571 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 58.7302 | 58.5106 | 58.9474 | 58.7302 | 58.5106 | 58.9474 |
Ratio Avg Win / Avg Loss | 0.8787 | 0.9587 | 0.8085 | 0.7651 | 0.8909 | 0.6666 |
Largest Winning Trade | 21389 | 15095 | 21389 | 20788 | 18138 | 20788 |
Largest Losing Trade | -47793 | -32329 | -47793 | -86280 | -31731 | -86280 |
Avg Bars in Trades | 129 | 129 | 128 | 129 | 129 | 128 |
Avg Bars in Winners | 107 | 114 | 100 | 107 | 114 | 100 |
Avg Bars in Losers | 159 | 150 | 169 | 159 | 150 | 169 |
Bars Traded | 24413 | 12173 | 12240 | 24413 | 12173 | 12240 |
Profit Streak | 7.6341 | 9.457 | 7.6341 | 7.6341 | 9.457 | 7.6341 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315791 | 208864 | -87551 | -116881 | 187282 | -580636 |
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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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