Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88606.4358 | 75162.8931 | 13443.5427 | 23614.6324 | 47994.5425 | -24379.9102 |
Total P&L (%) | 88.6064 | 75.1629 | 13.4435 | 23.6146 | 47.9945 | -24.3799 |
Avg Daily Profit (%) | 0.1701 | 0.1443 | 0.0258 | 0.0407 | 0.0753 | -0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79760 | -63453 | -41428 | -71393 | -55565 | -70732 |
Profit Factor | 1.2232 | 1.412 | 1.0627 | 1.0604 | 1.2766 | 0.8878 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 74.0157 | 75 | 73.0159 | 74.0157 | 75 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.4294 | 0.4707 | 0.3927 | 0.3723 | 0.4255 | 0.3281 |
Largest Winning Trade | 18857 | 14335 | 18857 | 20037 | 15043 | 20037 |
Largest Losing Trade | -35390 | -35390 | -34251 | -55565 | -55565 | -42322 |
Avg Bars in Trades | 193 | 201 | 185 | 193 | 201 | 185 |
Avg Bars in Winners | 84 | 94 | 74 | 84 | 94 | 74 |
Avg Bars in Losers | 503 | 522 | 484 | 503 | 522 | 484 |
Bars Traded | 24565 | 12875 | 11690 | 24565 | 12875 | 11690 |
Profit Streak | 0 | 0 | 18.8921 | 0 | 0 | 18.8921 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305013 | -137794 | -513993 | -295560 | -232160 | -724483 |
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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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