Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32721.333 | 10975.2733 | 21746.0598 | 33386.2767 | 7742.8883 | 25643.3884 |
Total P&L (%) | 32.7213 | 10.9753 | 21.7461 | 33.3863 | 7.7429 | 25.6434 |
Avg Daily Profit (%) | 0.6283 | 0.2107 | 0.4176 | 0.5547 | 0.1433 | 0.4393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24505 | -23406 | -10992 | -35590 | -33634 | -14362 |
Profit Factor | 1.2944 | 1.1645 | 1.4896 | 1.2194 | 1.0836 | 1.4308 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 55.814 | 54.6512 | 56.9767 | 55.814 | 54.6512 | 56.9767 |
Ratio Avg Win / Avg Loss | 1.0248 | 0.9663 | 1.1248 | 0.9654 | 0.8991 | 1.0804 |
Largest Winning Trade | 6662 | 6662 | 5119 | 9482 | 9482 | 6842 |
Largest Losing Trade | -10854 | -10854 | -5244 | -15869 | -15869 | -8080 |
Avg Bars in Trades | 137 | 142 | 131 | 137 | 142 | 131 |
Avg Bars in Winners | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Losers | 165 | 175 | 155 | 165 | 175 | 155 |
Bars Traded | 23569 | 12226 | 11342 | 23569 | 12226 | 11342 |
Profit Streak | 11.1988 | 0 | 11.2217 | 11.1988 | 0 | 11.2217 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313110 | -170749 | 149711 | 216081 | -299565 | 223621 |
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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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