Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208145.0091 | 95124.2571 | 113020.752 | 305854.2651 | 154537.4845 | 151316.7806 |
Total P&L (%) | 208.145 | 95.1243 | 113.0208 | 305.8543 | 154.5375 | 151.3168 |
Avg Daily Profit (%) | 0.2259 | 0.1032 | 0.1226 | 0.1521 | 0.1014 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52007 | -73546 | -31610 | -240174 | -148511 | -132512 |
Profit Factor | 1.6987 | 1.6103 | 1.7958 | 1.4106 | 1.3685 | 1.4649 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 59.3023 | 60.4651 | 58.1395 | 59.3023 | 60.4651 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.1658 | 1.0529 | 1.293 | 0.9681 | 0.8948 | 1.0548 |
Largest Winning Trade | 45900 | 32766 | 45900 | 134472 | 134472 | 105303 |
Largest Losing Trade | -22076 | -22076 | -20315 | -72152 | -72152 | -63609 |
Avg Bars in Trades | 60 | 41 | 79 | 60 | 41 | 79 |
Avg Bars in Winners | 52 | 19 | 86 | 52 | 19 | 86 |
Avg Bars in Losers | 72 | 75 | 69 | 72 | 75 | 69 |
Bars Traded | 5207 | 1796 | 3411 | 5207 | 1796 | 3411 |
Profit Streak | 0 | 0 | 40.2048 | 0 | 0 | 40.2048 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409880 | -51824 | -25325 | 278666 | -57312 | -56653 |
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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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