Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111935.3813 | 53890.3766 | 58045.0047 | 163557.115 | 73124.9456 | 90432.1694 |
Total P&L (%) | 111.9354 | 53.8904 | 58.045 | 163.5571 | 73.1249 | 90.4322 |
Avg Daily Profit (%) | 0.4298 | 0.2069 | 0.2229 | 0.3728 | 0.211 | 0.2476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39881 | -19916 | -22452 | -42148 | -25368 | -25779 |
Profit Factor | 1.6463 | 1.57 | 1.738 | 1.7059 | 1.5736 | 1.8677 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 73.3333 | 75 | 71.6418 | 73.3333 | 75 | 71.6418 |
Ratio Avg Win / Avg Loss | 0.5986 | 0.5233 | 0.688 | 0.6203 | 0.5245 | 0.7393 |
Largest Winning Trade | 11147 | 11147 | 10314 | 19095 | 19095 | 16722 |
Largest Losing Trade | -17466 | -17466 | -12094 | -19386 | -19386 | -19074 |
Avg Bars in Trades | 178 | 180 | 177 | 178 | 180 | 177 |
Avg Bars in Winners | 127 | 137 | 117 | 127 | 137 | 117 |
Avg Bars in Losers | 320 | 310 | 328 | 320 | 310 | 328 |
Bars Traded | 24154 | 12272 | 11882 | 24154 | 12272 | 11882 |
Profit Streak | 0 | 0 | 15.3429 | 0 | 0 | 15.3429 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428833 | -100661 | -106246 | 415436 | -99530 | -104987 |
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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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