Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81197.7518 | 8745.315 | 72452.4368 | 89794.74 | 5420.783 | 84373.957 |
Total P&L (%) | 81.1978 | 8.7453 | 72.4524 | 89.7947 | 5.4208 | 84.374 |
Avg Daily Profit (%) | 0.3118 | 0.0336 | 0.2782 | 0.2464 | 0.0203 | 0.2352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34604 | -33994 | -13411 | -37000 | -36348 | -17977 |
Profit Factor | 1.4441 | 1.0674 | 2.3653 | 1.3522 | 1.031 | 2.0508 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 69.2308 | 67.2414 | 71.1864 | 69.2308 | 67.2414 | 71.1864 |
Ratio Avg Win / Avg Loss | 0.6418 | 0.52 | 0.9574 | 0.601 | 0.5023 | 0.8301 |
Largest Winning Trade | 8536 | 8536 | 7917 | 12395 | 12395 | 10901 |
Largest Losing Trade | -29788 | -29788 | -12471 | -31654 | -31654 | -16843 |
Avg Bars in Trades | 207 | 211 | 204 | 207 | 211 | 204 |
Avg Bars in Winners | 123 | 110 | 136 | 123 | 110 | 136 |
Avg Bars in Losers | 397 | 418 | 373 | 397 | 418 | 373 |
Bars Traded | 24308 | 12248 | 12060 | 24308 | 12248 | 12060 |
Profit Streak | 0 | 7.8867 | 0 | 0 | 7.8867 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334156 | -639964 | -165312 | 293807 | -697692 | -166287 |
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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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