Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86726.28 | 43237.9469 | 43488.333 | 114659.2897 | 42165.4779 | 72493.8118 |
Total P&L (%) | 86.7263 | 43.2379 | 43.4883 | 114.6593 | 42.1655 | 72.4938 |
Avg Daily Profit (%) | 0.1889 | 0.0942 | 0.0947 | 0.1665 | 0.0767 | 0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20806 | -17108 | -20806 | -43054 | -43300 | -29091 |
Profit Factor | 1.567 | 1.6108 | 1.5294 | 1.4959 | 1.3587 | 1.6378 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 261 | 132 | 129 | 261 | 132 | 129 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 74.1477 | 75 | 73.2955 | 74.1477 | 75 | 73.2955 |
Ratio Avg Win / Avg Loss | 0.5464 | 0.5369 | 0.5572 | 0.5216 | 0.4529 | 0.5967 |
Largest Winning Trade | 10667 | 6296 | 10667 | 24062 | 7050 | 24062 |
Largest Losing Trade | -20806 | -16945 | -20806 | -42302 | -42302 | -29091 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 69 | 63 | 75 | 69 | 63 | 75 |
Bars Traded | 10681 | 4971 | 5710 | 10681 | 4971 | 5710 |
Profit Streak | 0 | 592.1865 | 0 | 0 | 592.1865 | 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 | 424123 | -64812 | -65973 | 401597 | -89760 | -31424 |
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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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