Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62862.4143 | 42566.6843 | 20295.7299 | 47591.135 | 47690.8299 | -99.695 |
Total P&L (%) | 62.8624 | 42.5667 | 20.2957 | 47.5911 | 47.6908 | -0.0997 |
Avg Daily Profit (%) | 0.4525 | 0.3064 | 0.1461 | 0.2806 | 0.2811 | -0.0007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55911 | -22503 | -46374 | -67402 | -25913 | -56345 |
Profit Factor | 1.2127 | 1.3237 | 1.1237 | 1.1366 | 1.3213 | 0.9995 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 50.5208 | 48.9583 | 52.0833 | 50.5208 | 48.9583 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.1877 | 1.3801 | 1.0338 | 1.1132 | 1.3775 | 0.9195 |
Largest Winning Trade | 23503 | 23503 | 11766 | 26821 | 26821 | 11276 |
Largest Losing Trade | -19408 | -11288 | -19408 | -27931 | -12348 | -27931 |
Avg Bars in Trades | 68 | 67 | 68 | 68 | 67 | 68 |
Avg Bars in Winners | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Losers | 69 | 69 | 69 | 69 | 69 | 69 |
Bars Traded | 13093 | 6522 | 6571 | 13093 | 6522 | 6571 |
Profit Streak | 125.5452 | 125.8056 | 0 | 125.5452 | 125.8056 | 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 | 313638 | 174516 | -90921 | -63610 | 182587 | -582587 |
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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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