Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84834.8781 | 53510.3026 | 31324.5755 | 43365.1592 | 46529.2827 | -3164.1235 |
Total P&L (%) | 84.8349 | 53.5103 | 31.3246 | 43.3652 | 46.5293 | -3.1641 |
Avg Daily Profit (%) | 0.3258 | 0.2055 | 0.1203 | 0.1384 | 0.1468 | -0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69813 | -39815 | -69187 | -131280 | -61142 | -122188 |
Profit Factor | 1.2167 | 1.2884 | 1.1521 | 1.0764 | 1.1757 | 0.9896 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 70.9821 | 71.4286 | 70.5357 | 70.9821 | 71.4286 | 70.5357 |
Ratio Avg Win / Avg Loss | 0.4974 | 0.5154 | 0.4812 | 0.44 | 0.4703 | 0.4134 |
Largest Winning Trade | 14911 | 14911 | 14437 | 15888 | 14943 | 15888 |
Largest Losing Trade | -45392 | -25692 | -45392 | -74880 | -24002 | -74880 |
Avg Bars in Trades | 109 | 112 | 106 | 109 | 112 | 106 |
Avg Bars in Winners | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Losers | 232 | 241 | 224 | 232 | 241 | 224 |
Bars Traded | 24540 | 12603 | 11937 | 24540 | 12603 | 11937 |
Profit Streak | 0 | 0 | 7.4593 | 0 | 0 | 7.4593 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327623 | 227471 | -88373 | -145876 | -26257 | -578810 |
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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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