Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121521.6428 | 27766.054 | 93755.5888 | 100865.8538 | -71108.4036 | 171974.2573 |
Total P&L (%) | 121.5216 | 27.7661 | 93.7556 | 100.8659 | -71.1084 | 171.9743 |
Avg Daily Profit (%) | 0.2333 | 0.0533 | 0.18 | 0.134 | -0.2381 | 0.1923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81723 | -73039 | -41335 | -318901 | -273611 | -106538 |
Profit Factor | 1.3752 | 1.1582 | 1.6317 | 1.1159 | 0.8579 | 1.4649 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 65.8065 | 64.1026 | 67.5325 | 65.8065 | 64.1026 | 67.5325 |
Ratio Avg Win / Avg Loss | 0.7146 | 0.6486 | 0.7845 | 0.5798 | 0.4804 | 0.7043 |
Largest Winning Trade | 18483 | 15970 | 18483 | 59762 | 45871 | 59762 |
Largest Losing Trade | -38731 | -38731 | -29888 | -172979 | -172979 | -81730 |
Avg Bars in Trades | 157 | 173 | 141 | 157 | 173 | 141 |
Avg Bars in Winners | 112 | 106 | 118 | 112 | 106 | 118 |
Avg Bars in Losers | 244 | 293 | 189 | 244 | 293 | 189 |
Bars Traded | 24461 | 13559 | 10902 | 24461 | 13559 | 10902 |
Profit Streak | 0 | 0 | 22.31 | 0 | 0 | 22.31 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326696 | -206093 | -30705 | -106577 | -613699 | -31487 |
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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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