Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135324.1747 | 64681.1107 | 70643.064 | 132840.8229 | 54965.3897 | 77875.4332 |
Total P&L (%) | 135.3242 | 64.6811 | 70.6431 | 132.8408 | 54.9654 | 77.8754 |
Avg Daily Profit (%) | 0.5196 | 0.2484 | 0.2713 | 0.3251 | 0.1683 | 0.2214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37213 | -48913 | -29854 | -47254 | -54441 | -31864 |
Profit Factor | 1.3433 | 1.3309 | 1.3556 | 1.2556 | 1.2154 | 1.2944 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 43.2558 | 41.1215 | 45.3704 | 43.2558 | 41.1215 | 45.3704 |
Ratio Avg Win / Avg Loss | 1.7622 | 1.9056 | 1.6322 | 1.6471 | 1.7402 | 1.5586 |
Largest Winning Trade | 58069 | 58069 | 20504 | 81566 | 81566 | 30616 |
Largest Losing Trade | -16517 | -16517 | -15578 | -18341 | -18341 | -18036 |
Avg Bars in Trades | 113 | 107 | 119 | 113 | 107 | 119 |
Avg Bars in Winners | 169 | 151 | 185 | 169 | 151 | 185 |
Avg Bars in Losers | 71 | 76 | 65 | 71 | 76 | 65 |
Bars Traded | 24454 | 11516 | 12938 | 24454 | 11516 | 12938 |
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 | 321120 | 142067 | 226875 | 241950 | 68708 | 198072 |
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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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