Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106019.0058 | 76535.8761 | 29483.1297 | 103248.5878 | 104260.0138 | -1011.426 |
Total P&L (%) | 106.019 | 76.5359 | 29.4831 | 103.2486 | 104.26 | -1.0114 |
Avg Daily Profit (%) | 0.4071 | 0.2939 | 0.1132 | 0.2727 | 0.2746 | -0.0039 |
Buy And Hold Return (%) | 17.9835 | 17.9835 | 17.9835 | 17.9835 | 17.9835 | 17.9835 |
Max Trade Drawdown | -52045 | -22722 | -82368 | -154221 | -63095 | -208607 |
Profit Factor | 1.2586 | 1.4181 | 1.1299 | 1.114 | 1.2597 | 0.998 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 277 | 141 | 136 | 277 | 141 | 136 |
Losing Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Profitability (%) | 76.5193 | 77.9006 | 75.1381 | 76.5193 | 77.9006 | 75.1381 |
Ratio Avg Win / Avg Loss | 0.3862 | 0.4023 | 0.3739 | 0.3419 | 0.3574 | 0.3302 |
Largest Winning Trade | 7876 | 6901 | 7876 | 13259 | 13259 | 10847 |
Largest Losing Trade | -36325 | -16353 | -36325 | -79465 | -36335 | -79465 |
Avg Bars in Trades | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Winners | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Losers | 188 | 188 | 189 | 188 | 188 | 189 |
Bars Traded | 24471 | 12110 | 12361 | 24471 | 12110 | 12361 |
Profit Streak | 0 | 0 | 8.3822 | 0 | 0 | 8.3822 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387125 | 294537 | -126661 | -85410 | 296709 | -576968 |
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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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