Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95843.3352 | 59174.1122 | 36669.223 | 53628.0394 | 39663.1896 | 13964.8498 |
Total P&L (%) | 95.8433 | 59.1741 | 36.6692 | 53.628 | 39.6632 | 13.9649 |
Avg Daily Profit (%) | 0.368 | 0.2272 | 0.1408 | 0.165 | 0.1284 | 0.0502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69226 | -46612 | -69360 | -98914 | -51436 | -98597 |
Profit Factor | 1.2439 | 1.3189 | 1.1768 | 1.108 | 1.1691 | 1.0533 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 181 | 89 | 92 | 181 | 89 | 92 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 73.5772 | 72.3577 | 74.7967 | 73.5772 | 72.3577 | 74.7967 |
Ratio Avg Win / Avg Loss | 0.4467 | 0.5038 | 0.3965 | 0.3979 | 0.4466 | 0.3549 |
Largest Winning Trade | 11854 | 9301 | 11854 | 12546 | 12546 | 10396 |
Largest Losing Trade | -49778 | -33199 | -49778 | -66463 | -37105 | -66463 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Losers | 235 | 239 | 232 | 235 | 239 | 232 |
Bars Traded | 24692 | 12826 | 11866 | 24692 | 12826 | 11866 |
Profit Streak | 0 | 0 | 7.2852 | 0 | 0 | 7.2852 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362859 | 259827 | -31871 | -94230 | -58570 | -328423 |
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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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