Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66518.953 | 3501.9751 | 63016.9779 | 65801.0741 | 13.4651 | 65787.6091 |
Total P&L (%) | 66.519 | 3.502 | 63.017 | 65.8011 | 0.0135 | 65.7876 |
Avg Daily Profit (%) | 0.2554 | 0.0134 | 0.242 | 0.1943 | 0.0001 | 0.1943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28829 | -37820 | -22326 | -36041 | -50434 | -29269 |
Profit Factor | 1.244 | 1.0219 | 1.5608 | 1.2017 | 1.0001 | 1.4792 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 202 | 94 | 108 | 202 | 94 | 108 |
Losing Trades | 157 | 85 | 72 | 157 | 85 | 72 |
Profitability (%) | 56.2674 | 52.514 | 60 | 56.2674 | 52.514 | 60 |
Ratio Avg Win / Avg Loss | 0.9669 | 0.924 | 1.0405 | 0.934 | 0.9043 | 0.9861 |
Largest Winning Trade | 8914 | 8131 | 8914 | 13223 | 11712 | 13223 |
Largest Losing Trade | -25600 | -25600 | -12821 | -30072 | -30072 | -17442 |
Avg Bars in Trades | 67 | 69 | 64 | 67 | 69 | 64 |
Avg Bars in Winners | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Losers | 90 | 93 | 87 | 90 | 93 | 87 |
Bars Traded | 24080 | 12413 | 11667 | 24080 | 12413 | 11667 |
Profit Streak | 7.2916 | 0 | 9.7395 | 7.2916 | 0 | 9.7395 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284860 | -539491 | 396875 | 255024 | -581318 | 310907 |
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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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