Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32897.366 | -8070.0798 | 40967.4458 | 22085.4221 | -30803.6817 | 52889.1038 |
Total P&L (%) | 32.8974 | -8.0701 | 40.9674 | 22.0854 | -30.8037 | 52.8891 |
Avg Daily Profit (%) | 0.379 | -0.093 | 0.4719 | 0.2301 | -0.4233 | 0.4902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33237 | -36116 | -7669 | -56714 | -63717 | -11801 |
Profit Factor | 1.1602 | 0.9385 | 1.5524 | 1.0723 | 0.8456 | 1.4987 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 58.9286 | 58.9286 | 58.9286 | 58.9286 | 58.9286 | 58.9286 |
Ratio Avg Win / Avg Loss | 0.8086 | 0.6541 | 1.082 | 0.7474 | 0.5893 | 1.0445 |
Largest Winning Trade | 7135 | 7135 | 5793 | 10266 | 10266 | 8457 |
Largest Losing Trade | -27852 | -27852 | -5256 | -48023 | -48023 | -8241 |
Avg Bars in Trades | 110 | 112 | 108 | 110 | 112 | 108 |
Avg Bars in Winners | 83 | 82 | 85 | 83 | 82 | 85 |
Avg Bars in Losers | 148 | 154 | 142 | 148 | 154 | 142 |
Bars Traded | 24729 | 12546 | 12183 | 24729 | 12546 | 12183 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39313 | -581823 | 302034 | -139914 | -581823 | 331693 |
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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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