Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108638.4836 | 9404.2759 | 99234.2077 | 81398.3873 | -13401.6813 | 94800.0686 |
Total P&L (%) | 108.6385 | 9.4043 | 99.2342 | 81.3984 | -13.4017 | 94.8001 |
Avg Daily Profit (%) | 0.2086 | 0.0181 | 0.1905 | 0.1144 | -0.0276 | 0.1281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52660 | -54835 | -41816 | -85089 | -96536 | -80121 |
Profit Factor | 1.3431 | 1.0503 | 1.7649 | 1.1746 | 0.9491 | 1.467 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 77.169 | 72.7273 | 81.6514 | 77.169 | 72.7273 | 81.6514 |
Ratio Avg Win / Avg Loss | 0.3974 | 0.3939 | 0.3966 | 0.3475 | 0.3559 | 0.3297 |
Largest Winning Trade | 18938 | 18938 | 16531 | 22717 | 22717 | 20503 |
Largest Losing Trade | -41816 | -34289 | -41816 | -80121 | -57566 | -80121 |
Avg Bars in Trades | 111 | 127 | 96 | 111 | 127 | 96 |
Avg Bars in Winners | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Losers | 328 | 335 | 318 | 328 | 335 | 318 |
Bars Traded | 24466 | 14001 | 10465 | 24466 | 14001 | 10465 |
Profit Streak | 0 | 0 | 15.7258 | 0 | 0 | 15.7258 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377068 | -498973 | 438598 | -66310 | -578384 | -18481 |
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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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