Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91363.4292 | 45228.0552 | 46135.3739 | 89289.441 | 39270.7289 | 50018.7121 |
Total P&L (%) | 91.3634 | 45.2281 | 46.1354 | 89.2894 | 39.2707 | 50.0187 |
Avg Daily Profit (%) | 0.3508 | 0.1737 | 0.1772 | 0.2453 | 0.1273 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40342 | -34248 | -20057 | -71384 | -61091 | -30761 |
Profit Factor | 1.4578 | 1.4153 | 1.5087 | 1.2736 | 1.2205 | 1.3374 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 48 | 43.5484 | 52.381 | 48 | 43.5484 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5792 | 1.8347 | 1.3716 | 1.3797 | 1.5821 | 1.2159 |
Largest Winning Trade | 45370 | 45370 | 21257 | 56409 | 56409 | 27706 |
Largest Losing Trade | -12591 | -7006 | -12591 | -18067 | -12728 | -18067 |
Avg Bars in Trades | 194 | 193 | 194 | 194 | 193 | 194 |
Avg Bars in Winners | 262 | 244 | 277 | 262 | 244 | 277 |
Avg Bars in Losers | 130 | 153 | 104 | 130 | 153 | 104 |
Bars Traded | 24269 | 11997 | 12272 | 24269 | 11997 | 12272 |
Profit Streak | 0 | 10.207 | 0 | 0 | 10.207 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332192 | -150165 | -140658 | 219211 | -182383 | -141542 |
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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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