Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84406.4607 | 30.2902 | 84376.1705 | 3022.0342 | -88738.1238 | 91760.1581 |
Total P&L (%) | 84.4065 | 0.0303 | 84.3762 | 3.022 | -88.7381 | 91.7602 |
Avg Daily Profit (%) | 0.1621 | 0.0001 | 0.162 | 0.0057 | -0.4184 | 0.1251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128609 | -111648 | -53585 | -356068 | -224612 | -191208 |
Profit Factor | 1.1388 | 1.0001 | 1.3061 | 1.0024 | 0.8664 | 1.1595 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 148 | 69 | 79 | 148 | 69 | 79 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 68.2028 | 63.8889 | 72.4771 | 68.2028 | 63.8889 | 72.4771 |
Ratio Avg Win / Avg Loss | 0.5309 | 0.5653 | 0.496 | 0.4674 | 0.4897 | 0.4403 |
Largest Winning Trade | 16071 | 15729 | 16071 | 47680 | 30916 | 47680 |
Largest Losing Trade | -35827 | -35827 | -28751 | -93018 | -93018 | -85151 |
Avg Bars in Trades | 113 | 120 | 106 | 113 | 120 | 106 |
Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Losers | 200 | 205 | 194 | 200 | 205 | 194 |
Bars Traded | 24554 | 12996 | 11558 | 24554 | 12996 | 11558 |
Profit Streak | 9.0613 | 0 | 12.2904 | 9.0613 | 0 | 12.2904 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58662 | -579635 | 314214 | -566879 | -579813 | -69814 |
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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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