Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185210.7672 | 99499.2222 | 85711.545 | 124979.1863 | 80058.9333 | 44920.2531 |
Total P&L (%) | 185.2108 | 99.4992 | 85.7115 | 124.9792 | 80.0589 | 44.9203 |
Avg Daily Profit (%) | 0.2005 | 0.1077 | 0.0928 | 0.0878 | 0.0637 | 0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64015 | -64991 | -52290 | -47439 | -39288 | -44897 |
Profit Factor | 1.415 | 1.5009 | 1.3461 | 1.3326 | 1.4941 | 1.2102 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 57.8431 | 62.7451 | 52.9412 | 57.8431 | 62.7451 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.0313 | 0.8912 | 1.1966 | 0.9712 | 0.8871 | 1.0757 |
Largest Winning Trade | 60388 | 60388 | 43430 | 38164 | 26296 | 38164 |
Largest Losing Trade | -39402 | -22622 | -39402 | -44790 | -16840 | -44790 |
Avg Bars in Trades | 105 | 87 | 122 | 105 | 87 | 122 |
Avg Bars in Winners | 97 | 75 | 122 | 97 | 75 | 122 |
Avg Bars in Losers | 116 | 108 | 123 | 116 | 108 | 123 |
Bars Traded | 10746 | 4477 | 6269 | 10746 | 4477 | 6269 |
Profit Streak | 0 | 0 | 17.5122 | 0 | 0 | 17.5122 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349205 | -227960 | -247843 | -75824 | -286698 | -320605 |
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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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