Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104170.6319 | 83083.9362 | 21086.6957 | 95888.2083 | 106336.868 | -10448.6598 |
Total P&L (%) | 104.1706 | 83.0839 | 21.0867 | 95.8882 | 106.3369 | -10.4487 |
Avg Daily Profit (%) | 0.4 | 0.319 | 0.081 | 0.2585 | 0.2785 | -0.0424 |
Buy And Hold Return (%) | 21.387 | 21.387 | 21.387 | 21.387 | 21.387 | 21.387 |
Max Trade Drawdown | -36008 | -25493 | -41289 | -89430 | -43160 | -93513 |
Profit Factor | 1.314 | 1.5333 | 1.1198 | 1.1667 | 1.4232 | 0.9677 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 70.6215 | 68.5393 | 72.7273 | 70.6215 | 68.5393 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5466 | 0.7038 | 0.4199 | 0.4854 | 0.6533 | 0.3629 |
Largest Winning Trade | 10502 | 10184 | 10502 | 15088 | 14179 | 15088 |
Largest Losing Trade | -36008 | -18557 | -36008 | -88864 | -37587 | -88864 |
Avg Bars in Trades | 139 | 135 | 143 | 139 | 135 | 143 |
Avg Bars in Winners | 84 | 71 | 96 | 84 | 71 | 96 |
Avg Bars in Losers | 272 | 273 | 270 | 272 | 273 | 270 |
Bars Traded | 24695 | 12046 | 12649 | 24695 | 12046 | 12649 |
Profit Streak | 1.7032 | 8.5365 | 0 | 1.7032 | 8.5365 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225036 | 312451 | -339532 | -32617 | 310538 | -579268 |
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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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