Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112899.6128 | 55282.242 | 57617.3708 | 29147.1017 | 15184.8125 | 13962.2892 |
Total P&L (%) | 112.8996 | 55.2822 | 57.6174 | 29.1471 | 15.1848 | 13.9623 |
Avg Daily Profit (%) | 0.2168 | 0.1061 | 0.1106 | 0.0491 | 0.0271 | 0.0251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138193 | -116810 | -49915 | -113744 | -87398 | -45787 |
Profit Factor | 1.2696 | 1.2631 | 1.2761 | 1.095 | 1.1005 | 1.0897 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 72.3577 | 72.5806 | 72.1311 | 72.3577 | 72.5806 | 72.1311 |
Ratio Avg Win / Avg Loss | 0.485 | 0.4772 | 0.493 | 0.4183 | 0.4158 | 0.421 |
Largest Winning Trade | 28914 | 28914 | 23527 | 18703 | 18703 | 17243 |
Largest Losing Trade | -43404 | -35199 | -43404 | -46877 | -46877 | -41931 |
Avg Bars in Trades | 199 | 235 | 162 | 199 | 235 | 162 |
Avg Bars in Winners | 82 | 91 | 71 | 82 | 91 | 71 |
Avg Bars in Losers | 506 | 616 | 395 | 506 | 616 | 395 |
Bars Traded | 24514 | 14620 | 9894 | 24514 | 14620 | 9894 |
Profit Streak | 0 | 0 | 21.6595 | 0 | 0 | 21.6595 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321450 | -205893 | -206689 | -245212 | -430133 | -484197 |
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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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