Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65632.8503 | 63.5414 | 65569.3089 | 59571.5249 | -17222.1635 | 76793.6884 |
Total P&L (%) | 65.6329 | 0.0635 | 65.5693 | 59.5715 | -17.2222 | 76.7937 |
Avg Daily Profit (%) | 0.252 | 0.0002 | 0.2518 | 0.1796 | -0.0726 | 0.219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26218 | -32531 | -26444 | -52390 | -51359 | -47017 |
Profit Factor | 1.27 | 1.0004 | 1.8002 | 1.1459 | 0.9345 | 1.528 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 134 | 61 | 73 | 134 | 61 | 73 |
Losing Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Profitability (%) | 61.1872 | 55.4545 | 66.9725 | 61.1872 | 55.4545 | 66.9725 |
Ratio Avg Win / Avg Loss | 0.8056 | 0.8036 | 0.8878 | 0.7269 | 0.7506 | 0.7535 |
Largest Winning Trade | 11605 | 11605 | 8534 | 18635 | 18635 | 10930 |
Largest Losing Trade | -25076 | -25076 | -17026 | -35985 | -35985 | -30185 |
Avg Bars in Trades | 111 | 120 | 101 | 111 | 120 | 101 |
Avg Bars in Winners | 68 | 64 | 71 | 68 | 64 | 71 |
Avg Bars in Losers | 178 | 190 | 162 | 178 | 190 | 162 |
Bars Traded | 24327 | 13241 | 11086 | 24327 | 13241 | 11086 |
Profit Streak | 0 | 0 | 10.1262 | 0 | 0 | 10.1262 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 259542 | -580969 | 345823 | -53743 | -581727 | 316641 |
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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) |
---|