Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108869.0082 | 78600.8051 | 30268.2031 | 92745.0908 | 129644.0277 | -36898.9369 |
Total P&L (%) | 108.869 | 78.6008 | 30.2682 | 92.7451 | 129.644 | -36.8989 |
Avg Daily Profit (%) | 0.4181 | 0.3018 | 0.1162 | 0.2523 | 0.3197 | -0.1766 |
Buy And Hold Return (%) | 10.0233 | 10.0233 | 10.0233 | 10.0233 | 10.0233 | 10.0233 |
Max Trade Drawdown | -67281 | -36331 | -45988 | -279098 | -130729 | -185629 |
Profit Factor | 1.3073 | 1.4179 | 1.1822 | 1.0926 | 1.262 | 0.9272 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 121 | 66 | 55 | 121 | 66 | 55 |
Losing Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Profitability (%) | 64.7059 | 70.2128 | 59.1398 | 64.7059 | 70.2128 | 59.1398 |
Ratio Avg Win / Avg Loss | 0.7131 | 0.6015 | 0.8168 | 0.596 | 0.5354 | 0.6406 |
Largest Winning Trade | 26749 | 26749 | 12344 | 49813 | 49813 | 39519 |
Largest Losing Trade | -38779 | -23365 | -38779 | -165541 | -58767 | -165541 |
Avg Bars in Trades | 132 | 129 | 135 | 132 | 129 | 135 |
Avg Bars in Winners | 88 | 85 | 92 | 88 | 85 | 92 |
Avg Bars in Losers | 212 | 232 | 198 | 212 | 232 | 198 |
Bars Traded | 24820 | 12192 | 12628 | 24820 | 12192 | 12628 |
Profit Streak | 0 | 0 | 9.355 | 0 | 0 | 9.355 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339721 | 317807 | -62138 | -110788 | 289032 | -580183 |
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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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