Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120667.9649 | 85065.5219 | 35602.443 | 95957.384 | 76705.9233 | 19251.4607 |
Total P&L (%) | 120.668 | 85.0655 | 35.6024 | 95.9574 | 76.7059 | 19.2515 |
Avg Daily Profit (%) | 0.2317 | 0.1633 | 0.0684 | 0.1292 | 0.1094 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59613 | -62994 | -48390 | -73254 | -77966 | -54604 |
Profit Factor | 1.272 | 1.4067 | 1.1519 | 1.1876 | 1.3281 | 1.0693 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 52 | 50 | 54.023 | 52 | 50 | 54.023 |
Ratio Avg Win / Avg Loss | 1.1742 | 1.4067 | 0.9803 | 1.0962 | 1.3281 | 0.91 |
Largest Winning Trade | 24970 | 24970 | 19837 | 24551 | 23755 | 24551 |
Largest Losing Trade | -25103 | -19544 | -25103 | -27682 | -18725 | -27682 |
Avg Bars in Trades | 140 | 151 | 129 | 140 | 151 | 129 |
Avg Bars in Winners | 137 | 142 | 131 | 137 | 142 | 131 |
Avg Bars in Losers | 143 | 159 | 125 | 143 | 159 | 125 |
Bars Traded | 24528 | 13291 | 11237 | 24528 | 13291 | 11237 |
Profit Streak | 5.2853 | 6.452 | 0 | 5.2853 | 6.452 | 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 | 328422 | 282474 | -159768 | -33365 | -46922 | -301456 |
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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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