Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87204.0951 | 77299.079 | 9905.0161 | 26501.5542 | 57814.6227 | -31313.0685 |
Total P&L (%) | 87.2041 | 77.2991 | 9.905 | 26.5016 | 57.8146 | -31.3131 |
Avg Daily Profit (%) | 1.0045 | 0.8904 | 0.1141 | 0.2712 | 0.527 | -0.4317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94817 | -48463 | -51508 | -65520 | -34356 | -34316 |
Profit Factor | 1.2604 | 1.5086 | 1.0541 | 1.1121 | 1.6021 | 0.7771 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Losing Trades | 229 | 116 | 113 | 229 | 116 | 113 |
Profitability (%) | 38.9333 | 38.2979 | 39.5722 | 38.9333 | 38.2979 | 39.5722 |
Ratio Avg Win / Avg Loss | 1.9769 | 2.4306 | 1.6097 | 1.7443 | 2.5812 | 1.1866 |
Largest Winning Trade | 112349 | 112349 | 69654 | 82628 | 82628 | 30195 |
Largest Losing Trade | -12182 | -6101 | -12182 | -19026 | -3796 | -19026 |
Avg Bars in Trades | 65 | 65 | 66 | 65 | 65 | 66 |
Avg Bars in Winners | 84 | 87 | 81 | 84 | 87 | 81 |
Avg Bars in Losers | 53 | 51 | 56 | 53 | 51 | 56 |
Bars Traded | 24676 | 12280 | 12395 | 24676 | 12280 | 12395 |
Profit Streak | 0.3064 | 3.3341 | 0 | 0.3064 | 3.3341 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 214288 | 334797 | -371884 | -99265 | 248965 | -584689 |
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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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