Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95068.8392 | 58335.4404 | 36733.3988 | 47518.6338 | 51026.1818 | -3507.548 |
Total P&L (%) | 95.0688 | 58.3354 | 36.7334 | 47.5186 | 51.0262 | -3.5075 |
Avg Daily Profit (%) | 0.3651 | 0.224 | 0.1411 | 0.1494 | 0.1584 | -0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81828 | -33035 | -77189 | -154242 | -54991 | -149066 |
Profit Factor | 1.2247 | 1.326 | 1.1504 | 1.0654 | 1.1696 | 0.9918 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 196 | 95 | 101 | 196 | 95 | 101 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 71.0145 | 68.8406 | 73.1884 | 71.0145 | 68.8406 | 73.1884 |
Ratio Avg Win / Avg Loss | 0.4999 | 0.6002 | 0.4215 | 0.4348 | 0.5294 | 0.3633 |
Largest Winning Trade | 12487 | 8913 | 12487 | 15766 | 11249 | 15766 |
Largest Losing Trade | -53184 | -22154 | -53184 | -90310 | -35931 | -90310 |
Avg Bars in Trades | 89 | 74 | 104 | 89 | 74 | 104 |
Avg Bars in Winners | 47 | 38 | 56 | 47 | 38 | 56 |
Avg Bars in Losers | 191 | 154 | 235 | 191 | 154 | 235 |
Bars Traded | 24685 | 10275 | 14410 | 24685 | 10275 | 14410 |
Profit Streak | 0 | 0 | 6.8519 | 0 | 0 | 6.8519 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351404 | 233399 | -61370 | -142658 | -28772 | -578198 |
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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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