Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78991.52 | 48129.8382 | 30861.6819 | 79525.6642 | 56541.1667 | 22984.4974 |
Total P&L (%) | 78.9915 | 48.1298 | 30.8617 | 79.5257 | 56.5412 | 22.9845 |
Avg Daily Profit (%) | 0.5687 | 0.3465 | 0.2222 | 0.4221 | 0.3231 | 0.149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71162 | -23145 | -58998 | -119937 | -31378 | -104106 |
Profit Factor | 1.2766 | 1.402 | 1.1861 | 1.1859 | 1.3221 | 1.0911 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 46.89 | 47.1154 | 46.6667 | 46.89 | 47.1154 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.4459 | 1.5737 | 1.3555 | 1.3432 | 1.484 | 1.247 |
Largest Winning Trade | 21468 | 21468 | 16006 | 27932 | 27932 | 23980 |
Largest Losing Trade | -17553 | -7622 | -17553 | -28233 | -9356 | -28233 |
Avg Bars in Trades | 62 | 59 | 64 | 62 | 59 | 64 |
Avg Bars in Winners | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
Bars Traded | 13022 | 6208 | 6814 | 13022 | 6208 | 6814 |
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 | 317380 | 216413 | -14409 | -8382 | 173339 | -122596 |
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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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