Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89941.4147 | 8434.127 | 81507.2877 | 88720.2507 | 990.361 | 87729.8897 |
Total P&L (%) | 89.9414 | 8.4341 | 81.5073 | 88.7203 | 0.9904 | 87.7299 |
Avg Daily Profit (%) | 0.3454 | 0.0324 | 0.313 | 0.2442 | 0.0038 | 0.2421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42122 | -30401 | -27548 | -46792 | -40713 | -31994 |
Profit Factor | 1.3538 | 1.0517 | 1.8942 | 1.3232 | 1.0056 | 1.9123 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 67.6136 | 68.1818 | 67.0455 | 67.6136 | 68.1818 | 67.0455 |
Ratio Avg Win / Avg Loss | 0.6484 | 0.4908 | 0.931 | 0.6338 | 0.4693 | 0.94 |
Largest Winning Trade | 34718 | 9569 | 34718 | 45428 | 12442 | 45428 |
Largest Losing Trade | -30401 | -30401 | -18400 | -31929 | -31929 | -20900 |
Avg Bars in Trades | 140 | 139 | 140 | 140 | 139 | 140 |
Avg Bars in Winners | 97 | 85 | 111 | 97 | 85 | 111 |
Avg Bars in Losers | 228 | 257 | 201 | 228 | 257 | 201 |
Bars Traded | 24702 | 12316 | 12387 | 24702 | 12316 | 12387 |
Profit Streak | 6.9559 | 16.2789 | 6.9559 | 6.9559 | 16.2789 | 6.9559 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401008 | -478144 | 422936 | 363145 | -567057 | 402401 |
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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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