Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146600.819 | 94149.1476 | 52451.6714 | 130358.1236 | 123518.1134 | 6840.0102 |
Total P&L (%) | 146.6008 | 94.1491 | 52.4517 | 130.3581 | 123.5181 | 6.84 |
Avg Daily Profit (%) | 1.6888 | 1.0845 | 0.6042 | 0.9659 | 0.9308 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31644 | -23243 | -15646 | -62418 | -21365 | -45809 |
Profit Factor | 1.9471 | 2.0591 | 1.796 | 1.7538 | 2.4488 | 1.078 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 37.5 | 38.3333 | 36.6667 | 37.5 | 38.3333 | 36.6667 |
Ratio Avg Win / Avg Loss | 3.2452 | 3.3125 | 3.1022 | 2.923 | 3.9394 | 1.862 |
Largest Winning Trade | 117799 | 117799 | 69754 | 158351 | 158351 | 55237 |
Largest Losing Trade | -15646 | -6724 | -15646 | -45809 | -16608 | -45809 |
Avg Bars in Trades | 204 | 293 | 114 | 204 | 293 | 114 |
Avg Bars in Winners | 338 | 483 | 186 | 338 | 483 | 186 |
Avg Bars in Losers | 123 | 175 | 73 | 123 | 175 | 73 |
Bars Traded | 24483 | 17600 | 6883 | 24483 | 17600 | 6883 |
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 | 386268 | -159031 | -163277 | 350247 | -158412 | -567118 |
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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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