Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58548.5223 | 27202.2849 | 31346.2374 | 7757.7428 | 52221.3757 | -44463.6329 |
Total P&L (%) | 58.5485 | 27.2023 | 31.3462 | 7.7577 | 52.2214 | -44.4636 |
Avg Daily Profit (%) | 0.2248 | 0.1045 | 0.1204 | 0.0287 | 0.1615 | -0.2256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81320 | -10503 | -81200 | -180954 | -15055 | -184814 |
Profit Factor | 1.2328 | 1.4297 | 1.1666 | 1.0168 | 1.555 | 0.8788 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 75 | 45 | 30 | 75 | 45 | 30 |
Profitability (%) | 57.6271 | 49.4382 | 65.9091 | 57.6271 | 49.4382 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.9065 | 1.4622 | 0.6034 | 0.7477 | 1.5903 | 0.4545 |
Largest Winning Trade | 25724 | 15303 | 25724 | 46573 | 34833 | 46573 |
Largest Losing Trade | -60413 | -7580 | -60413 | -143175 | -8557 | -143175 |
Avg Bars in Trades | 131 | 15 | 247 | 131 | 15 | 247 |
Avg Bars in Winners | 120 | 17 | 198 | 120 | 17 | 198 |
Avg Bars in Losers | 145 | 13 | 342 | 145 | 13 | 342 |
Bars Traded | 23228 | 1413 | 21815 | 23228 | 1413 | 21815 |
Profit Streak | 10.6524 | 10.6524 | 12.5586 | 10.6524 | 10.6524 | 12.5586 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261032 | -56136 | -72041 | -521829 | 314625 | -578584 |
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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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