Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70921.248 | 5763.1826 | 65158.0654 | 64949.2136 | -4653.3122 | 69602.5258 |
Total P&L (%) | 70.9212 | 5.7632 | 65.1581 | 64.9492 | -4.6533 | 69.6025 |
Avg Daily Profit (%) | 0.2723 | 0.0221 | 0.2502 | 0.1924 | -0.0183 | 0.2031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37631 | -36928 | -26075 | -51386 | -37290 | -35888 |
Profit Factor | 1.2446 | 1.0325 | 1.5787 | 1.1726 | 0.9796 | 1.47 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 162 | 80 | 82 | 162 | 80 | 82 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 59.7786 | 59.2593 | 60.2941 | 59.7786 | 59.2593 | 60.2941 |
Ratio Avg Win / Avg Loss | 0.8374 | 0.7098 | 1.0397 | 0.789 | 0.6735 | 0.9681 |
Largest Winning Trade | 11948 | 11948 | 10004 | 15051 | 15051 | 14108 |
Largest Losing Trade | -29538 | -29538 | -16030 | -30886 | -30886 | -21132 |
Avg Bars in Trades | 91 | 91 | 91 | 91 | 91 | 91 |
Avg Bars in Winners | 67 | 57 | 77 | 67 | 57 | 77 |
Avg Bars in Losers | 126 | 141 | 111 | 126 | 141 | 111 |
Bars Traded | 24777 | 12370 | 12407 | 24777 | 12370 | 12407 |
Profit Streak | 1.0671 | 0 | 6.588 | 1.0671 | 0 | 6.588 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 169561 | -515916 | 393977 | -26698 | -581169 | 306221 |
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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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