Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221754.9017 | 110655.1227 | 111099.779 | 385363.8936 | 207310.5947 | 178053.2988 |
Total P&L (%) | 221.7549 | 110.6551 | 111.0998 | 385.3639 | 207.3106 | 178.0533 |
Avg Daily Profit (%) | 0.242 | 0.1208 | 0.1213 | 0.1726 | 0.1226 | 0.1117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35087 | -29073 | -43296 | -42118 | -24845 | -37580 |
Profit Factor | 2.0758 | 2.1071 | 2.0463 | 2.4078 | 2.5268 | 2.2906 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 40.9091 | 43.1818 | 38.6364 | 40.9091 | 43.1818 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.9983 | 2.7725 | 3.25 | 3.4779 | 3.3248 | 3.638 |
Largest Winning Trade | 57635 | 57635 | 57326 | 108924 | 85077 | 108924 |
Largest Losing Trade | -11594 | -11594 | -9424 | -19443 | -19443 | -16630 |
Avg Bars in Trades | 60 | 51 | 68 | 60 | 51 | 68 |
Avg Bars in Winners | 120 | 95 | 147 | 120 | 95 | 147 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 5283 | 2286 | 2997 | 5283 | 2286 | 2997 |
Profit Streak | 0 | 0 | 74.8786 | 0 | 0 | 74.8786 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310554 | -30352 | -30625 | 312241 | -27093 | -42928 |
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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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