Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88514.8563 | 48802.4957 | 39712.3606 | 48345.4467 | 54564.9024 | -6219.4558 |
Total P&L (%) | 88.5149 | 48.8025 | 39.7124 | 48.3454 | 54.5649 | -6.2195 |
Avg Daily Profit (%) | 0.3399 | 0.1874 | 0.1525 | 0.1516 | 0.1673 | -0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64743 | -40123 | -74951 | -119284 | -43637 | -133562 |
Profit Factor | 1.2475 | 1.289 | 1.2104 | 1.0905 | 1.2358 | 0.9795 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 136 | 63 | 73 | 136 | 63 | 73 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 71.5789 | 66.3158 | 76.8421 | 71.5789 | 66.3158 | 76.8421 |
Ratio Avg Win / Avg Loss | 0.4953 | 0.6547 | 0.3648 | 0.433 | 0.6277 | 0.2952 |
Largest Winning Trade | 12733 | 10777 | 12733 | 17676 | 17676 | 15005 |
Largest Losing Trade | -44654 | -29099 | -44654 | -62394 | -30922 | -62394 |
Avg Bars in Trades | 128 | 127 | 128 | 128 | 127 | 128 |
Avg Bars in Winners | 77 | 73 | 79 | 77 | 73 | 79 |
Avg Bars in Losers | 257 | 234 | 291 | 257 | 234 | 291 |
Bars Traded | 24390 | 12155 | 12235 | 24390 | 12155 | 12235 |
Profit Streak | 3.3596 | 7.068 | 0 | 3.3596 | 7.068 | 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 | 306011 | 208928 | 176322 | -115351 | 205841 | -578716 |
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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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