Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75430.5795 | 11076.9638 | 64353.6157 | 71677.2183 | -11278.5335 | 82955.7519 |
Total P&L (%) | 75.4306 | 11.077 | 64.3536 | 71.6772 | -11.2785 | 82.9558 |
Avg Daily Profit (%) | 0.2897 | 0.0425 | 0.2471 | 0.2077 | -0.0459 | 0.2322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32233 | -21383 | -24558 | -72554 | -64101 | -49660 |
Profit Factor | 1.2836 | 1.0673 | 1.6352 | 1.1387 | 0.9644 | 1.4146 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 67.4419 | 65.1163 | 69.7674 | 67.4419 | 65.1163 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.6196 | 0.5717 | 0.7086 | 0.5497 | 0.5166 | 0.613 |
Largest Winning Trade | 12559 | 12559 | 10421 | 18559 | 18485 | 18559 |
Largest Losing Trade | -19841 | -19841 | -16930 | -34684 | -34684 | -33240 |
Avg Bars in Trades | 139 | 142 | 135 | 139 | 142 | 135 |
Avg Bars in Winners | 88 | 85 | 90 | 88 | 85 | 90 |
Avg Bars in Losers | 245 | 250 | 240 | 245 | 250 | 240 |
Bars Traded | 23977 | 12285 | 11692 | 23977 | 12285 | 11692 |
Profit Streak | 6.0316 | 7.6462 | 0 | 6.0316 | 7.6462 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330027 | -415384 | 327110 | -59456 | -579582 | 292854 |
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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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