Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77224.0866 | 29057.4055 | 48166.6811 | 57651.6808 | -1307.1767 | 58958.8576 |
Total P&L (%) | 77.2241 | 29.0574 | 48.1667 | 57.6517 | -1.3072 | 58.9589 |
Avg Daily Profit (%) | 0.2965 | 0.1116 | 0.185 | 0.175 | -0.0051 | 0.1781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85963 | -58056 | -36494 | -68717 | -59869 | -20199 |
Profit Factor | 1.2672 | 1.1444 | 1.5484 | 1.2532 | 0.9924 | 2.0593 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 61.2766 | 60.6838 | 61.8644 | 61.2766 | 60.6838 | 61.8644 |
Ratio Avg Win / Avg Loss | 0.8008 | 0.7415 | 0.9545 | 0.7919 | 0.643 | 1.2694 |
Largest Winning Trade | 19904 | 19904 | 10141 | 16509 | 16509 | 9915 |
Largest Losing Trade | -30426 | -30426 | -10227 | -31680 | -31680 | -6378 |
Avg Bars in Trades | 105 | 185 | 25 | 105 | 185 | 25 |
Avg Bars in Winners | 87 | 149 | 26 | 87 | 149 | 26 |
Avg Bars in Losers | 133 | 241 | 24 | 133 | 241 | 24 |
Bars Traded | 24720 | 21701 | 3019 | 24720 | 21701 | 3019 |
Profit Streak | 0 | 3.8959 | 0 | 0 | 3.8959 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286515 | -111135 | 219990 | 216386 | -581348 | 348523 |
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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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