Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97659.5535 | 73959.0167 | 23700.5368 | 95975.7799 | 94893.6975 | 1082.0824 |
Total P&L (%) | 97.6596 | 73.959 | 23.7005 | 95.9758 | 94.8937 | 1.0821 |
Avg Daily Profit (%) | 0.375 | 0.284 | 0.091 | 0.2587 | 0.2566 | 0.0041 |
Buy And Hold Return (%) | 14.1919 | 14.1919 | 14.1919 | 14.1919 | 14.1919 | 14.1919 |
Max Trade Drawdown | -53265 | -27959 | -54142 | -118094 | -70170 | -129821 |
Profit Factor | 1.3582 | 1.6305 | 1.1526 | 1.1709 | 1.3889 | 1.0034 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 69.9422 | 70.9302 | 68.9655 | 69.9422 | 70.9302 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.5837 | 0.6682 | 0.5187 | 0.5032 | 0.5692 | 0.4515 |
Largest Winning Trade | 10309 | 10183 | 10309 | 22421 | 22421 | 20669 |
Largest Losing Trade | -31205 | -15381 | -31205 | -78146 | -37041 | -78146 |
Avg Bars in Trades | 139 | 138 | 140 | 139 | 138 | 140 |
Avg Bars in Winners | 83 | 84 | 82 | 83 | 84 | 82 |
Avg Bars in Losers | 269 | 269 | 268 | 269 | 269 | 268 |
Bars Traded | 24090 | 11889 | 12202 | 24090 | 11889 | 12202 |
Profit Streak | 0 | 8.8272 | 0 | 0 | 8.8272 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356636 | 354435 | -133863 | -24187 | 332826 | -570501 |
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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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