Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125422.9298 | 96489.9314 | 28932.9984 | 59859.4454 | 75968.6644 | -16109.2189 |
Total P&L (%) | 125.4229 | 96.4899 | 28.933 | 59.8594 | 75.9687 | -16.1092 |
Avg Daily Profit (%) | 0.2408 | 0.1853 | 0.0556 | 0.0901 | 0.1086 | -0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60805 | -59968 | -57055 | -78688 | -51521 | -93841 |
Profit Factor | 1.1821 | 1.2926 | 1.0806 | 1.0732 | 1.2007 | 0.9633 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 206 | 100 | 106 | 206 | 100 | 106 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 66.0256 | 64.1026 | 67.9487 | 66.0256 | 64.1026 | 67.9487 |
Ratio Avg Win / Avg Loss | 0.6083 | 0.7239 | 0.5097 | 0.5522 | 0.6724 | 0.4544 |
Largest Winning Trade | 13252 | 13252 | 11241 | 15412 | 13313 | 15412 |
Largest Losing Trade | -35760 | -28290 | -35760 | -75667 | -27370 | -75667 |
Avg Bars in Trades | 79 | 79 | 78 | 79 | 79 | 78 |
Avg Bars in Winners | 49 | 47 | 50 | 49 | 47 | 50 |
Avg Bars in Losers | 137 | 137 | 138 | 137 | 137 | 138 |
Bars Traded | 24754 | 12450 | 12304 | 24754 | 12450 | 12304 |
Profit Streak | 0 | 8.2308 | 0 | 0 | 8.2308 | 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 | -10746 | 306585 | -253447 | -211869 | -47592 | -578758 |
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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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