Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79525.3225 | 7149.4746 | 72375.8479 | 44784.1171 | -28010.924 | 72795.0411 |
Total P&L (%) | 79.5253 | 7.1495 | 72.3758 | 44.7841 | -28.0109 | 72.795 |
Avg Daily Profit (%) | 0.3054 | 0.0275 | 0.2779 | 0.1422 | -0.1261 | 0.2102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82217 | -45074 | -53843 | -149875 | -86781 | -90422 |
Profit Factor | 1.2282 | 1.0373 | 1.4614 | 1.095 | 0.8949 | 1.3553 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 66.8639 | 59.5238 | 74.1176 | 66.8639 | 59.5238 | 74.1176 |
Ratio Avg Win / Avg Loss | 0.6087 | 0.7054 | 0.5103 | 0.5427 | 0.6085 | 0.4733 |
Largest Winning Trade | 30966 | 13355 | 30966 | 34233 | 24917 | 34233 |
Largest Losing Trade | -36686 | -18765 | -36686 | -57506 | -26367 | -57506 |
Avg Bars in Trades | 145 | 144 | 145 | 145 | 144 | 145 |
Avg Bars in Winners | 103 | 94 | 111 | 103 | 94 | 111 |
Avg Bars in Losers | 228 | 217 | 245 | 228 | 217 | 245 |
Bars Traded | 24530 | 12128 | 12402 | 24530 | 12128 | 12402 |
Profit Streak | 6.6983 | 14.2191 | 6.6983 | 6.6983 | 14.2191 | 6.6983 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356662 | -501721 | 395993 | -119281 | -579364 | 351828 |
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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) |
---|