Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103512.484 | 16389.42 | 87123.064 | 130080.5715 | 11221.9736 | 118858.5979 |
Total P&L (%) | 103.5125 | 16.3894 | 87.1231 | 130.0806 | 11.222 | 118.8586 |
Avg Daily Profit (%) | 0.3975 | 0.0629 | 0.3345 | 0.3205 | 0.0408 | 0.3012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40406 | -25559 | -19422 | -88332 | -59654 | -41650 |
Profit Factor | 1.332 | 1.1033 | 1.5687 | 1.2321 | 1.0385 | 1.4418 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 41.8868 | 40.9091 | 42.8571 | 41.8868 | 40.9091 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.8479 | 1.5937 | 2.0916 | 1.7094 | 1.5001 | 1.9224 |
Largest Winning Trade | 24264 | 17064 | 24264 | 39288 | 24953 | 39288 |
Largest Losing Trade | -7601 | -7065 | -7601 | -11801 | -11801 | -11174 |
Avg Bars in Trades | 92 | 93 | 91 | 92 | 93 | 91 |
Avg Bars in Winners | 150 | 156 | 144 | 150 | 156 | 144 |
Avg Bars in Losers | 51 | 50 | 51 | 51 | 50 | 51 |
Bars Traded | 24522 | 12395 | 12127 | 24522 | 12395 | 12127 |
Profit Streak | 2.5762 | 0 | 6.6491 | 2.5762 | 0 | 6.6491 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 215640 | -229079 | 317087 | 169971 | -448301 | 278918 |
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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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