Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82248.913 | 50220.5286 | 32028.3844 | 74622.5671 | 108073.8662 | -33451.2992 |
Total P&L (%) | 82.2489 | 50.2205 | 32.0284 | 74.6226 | 108.0739 | -33.4513 |
Avg Daily Profit (%) | 0.3158 | 0.1928 | 0.123 | 0.2143 | 0.2818 | -0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74438 | -36053 | -51728 | -229570 | -93402 | -162843 |
Profit Factor | 1.2341 | 1.3147 | 1.167 | 1.0882 | 1.3111 | 0.9329 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 66.8103 | 67.2414 | 66.3793 | 66.8103 | 67.2414 | 66.3793 |
Ratio Avg Win / Avg Loss | 0.6131 | 0.6405 | 0.5911 | 0.5406 | 0.6387 | 0.4725 |
Largest Winning Trade | 10345 | 7938 | 10345 | 21887 | 21887 | 18689 |
Largest Losing Trade | -24637 | -15299 | -24637 | -74344 | -30572 | -74344 |
Avg Bars in Trades | 106 | 104 | 107 | 106 | 104 | 107 |
Avg Bars in Winners | 64 | 61 | 67 | 64 | 61 | 67 |
Avg Bars in Losers | 189 | 191 | 186 | 189 | 191 | 186 |
Bars Traded | 24605 | 12099 | 12506 | 24605 | 12099 | 12506 |
Profit Streak | 0 | 0 | 9.0074 | 0 | 0 | 9.0074 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310437 | 192320 | -69089 | -115429 | 266339 | -579627 |
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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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