Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113519.9601 | 87790.6102 | 25729.3499 | 75322.6238 | 78931.0796 | -3608.4558 |
Total P&L (%) | 113.52 | 87.7906 | 25.7294 | 75.3226 | 78.9311 | -3.6085 |
Avg Daily Profit (%) | 1.3077 | 1.0113 | 0.2964 | 0.6489 | 0.6725 | -0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85559 | -54320 | -36098 | -134282 | -77673 | -71877 |
Profit Factor | 1.2983 | 1.4585 | 1.1361 | 1.1497 | 1.3268 | 0.9862 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 176 | 90 | 86 | 176 | 90 | 86 |
Profitability (%) | 42.671 | 41.5584 | 43.7909 | 42.671 | 41.5584 | 43.7909 |
Ratio Avg Win / Avg Loss | 1.7443 | 2.0511 | 1.4583 | 1.5447 | 1.8657 | 1.2659 |
Largest Winning Trade | 56704 | 50644 | 56704 | 66316 | 66316 | 50777 |
Largest Losing Trade | -21730 | -7432 | -21730 | -44904 | -13294 | -44904 |
Avg Bars in Trades | 80 | 71 | 89 | 80 | 71 | 89 |
Avg Bars in Winners | 92 | 65 | 117 | 92 | 65 | 117 |
Avg Bars in Losers | 71 | 76 | 66 | 71 | 76 | 66 |
Bars Traded | 24674 | 11041 | 13633 | 24674 | 11041 | 13633 |
Profit Streak | 0 | 0 | 1.0898 | 0 | 0 | 1.0898 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402607 | 364262 | -72476 | -46442 | 289433 | -585731 |
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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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