Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235597.85 | 173141.1294 | 62456.7205 | 81734.1589 | 101852.2348 | -20118.0758 |
Total P&L (%) | 235.5979 | 173.1411 | 62.4567 | 81.7342 | 101.8522 | -20.1181 |
Avg Daily Profit (%) | 0.1649 | 0.1212 | 0.0437 | 0.0418 | 0.0492 | -0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133459 | -52083 | -111806 | -293610 | -133740 | -213165 |
Profit Factor | 1.3134 | 1.5059 | 1.1525 | 1.071 | 1.1935 | 0.9678 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 54.0698 | 53.4884 | 54.6512 | 54.0698 | 53.4884 | 54.6512 |
Ratio Avg Win / Avg Loss | 1.1157 | 1.3095 | 0.9563 | 0.9098 | 1.0379 | 0.803 |
Largest Winning Trade | 58452 | 54740 | 58452 | 73886 | 73886 | 63911 |
Largest Losing Trade | -38764 | -27799 | -38764 | -84017 | -51873 | -84017 |
Avg Bars in Trades | 48 | 37 | 58 | 48 | 37 | 58 |
Avg Bars in Winners | 51 | 41 | 62 | 51 | 41 | 62 |
Avg Bars in Losers | 44 | 34 | 54 | 44 | 34 | 54 |
Bars Traded | 8328 | 3266 | 5062 | 8328 | 3266 | 5062 |
Profit Streak | 0 | 0 | 55.545 | 0 | 0 | 55.545 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320939 | -29766 | -188654 | -279667 | -134758 | -579937 |
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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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