Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88969.7949 | 41148.281 | 47821.5139 | 116196.6698 | 33795.7864 | 82400.8834 |
Total P&L (%) | 88.9698 | 41.1483 | 47.8215 | 116.1967 | 33.7958 | 82.4009 |
Avg Daily Profit (%) | 0.1938 | 0.0896 | 0.1042 | 0.1681 | 0.0634 | 0.131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32600 | -28303 | -9442 | -93491 | -82797 | -15083 |
Profit Factor | 1.4721 | 1.3563 | 1.6553 | 1.3035 | 1.1393 | 1.5874 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Losing Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Profitability (%) | 57.4297 | 60.4839 | 54.4 | 57.4297 | 60.4839 | 54.4 |
Ratio Avg Win / Avg Loss | 1.0912 | 0.8861 | 1.3876 | 0.9662 | 0.7444 | 1.3306 |
Largest Winning Trade | 10238 | 10238 | 9136 | 19042 | 19042 | 15369 |
Largest Losing Trade | -22876 | -22876 | -6334 | -70219 | -70219 | -12450 |
Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 43 | 50 | 38 | 43 | 50 | 38 |
Bars Traded | 10627 | 5652 | 4975 | 10627 | 5652 | 4975 |
Profit Streak | 0 | 608.5168 | 0 | 0 | 608.5168 | 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 | 367364 | -75703 | -53835 | 262366 | -178981 | -16705 |
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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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