Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87432.6995 | 55640.1078 | 31792.5917 | 43758.1268 | 60641.8169 | -16883.6901 |
Total P&L (%) | 87.4327 | 55.6401 | 31.7926 | 43.7581 | 60.6418 | -16.8837 |
Avg Daily Profit (%) | 0.3357 | 0.2137 | 0.1221 | 0.1395 | 0.1822 | -0.071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69864 | -35609 | -81554 | -145011 | -50156 | -163146 |
Profit Factor | 1.2053 | 1.2695 | 1.1449 | 1.0592 | 1.1768 | 0.9574 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 163 | 76 | 87 | 163 | 76 | 87 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 66.2602 | 61.7886 | 70.7317 | 66.2602 | 61.7886 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.6138 | 0.7851 | 0.4738 | 0.5393 | 0.7278 | 0.3962 |
Largest Winning Trade | 16379 | 16379 | 15957 | 25084 | 22138 | 25084 |
Largest Losing Trade | -41860 | -25324 | -41860 | -65873 | -27451 | -65873 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Losers | 171 | 166 | 178 | 171 | 166 | 178 |
Bars Traded | 24678 | 12804 | 11874 | 24678 | 12804 | 11874 |
Profit Streak | 0 | 0 | 7.3369 | 0 | 0 | 7.3369 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310296 | 176993 | -94011 | -163836 | -20916 | -579033 |
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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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