Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59029.2402 | 3774.8112 | 55254.429 | 61517.6143 | 452.3198 | 61065.2946 |
Total P&L (%) | 59.0292 | 3.7748 | 55.2544 | 61.5176 | 0.4523 | 61.0653 |
Avg Daily Profit (%) | 0.4177 | 0.0267 | 0.391 | 0.3399 | 0.0032 | 0.3379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23780 | -23790 | -26581 | -25381 | -27045 | -39767 |
Profit Factor | 1.2889 | 1.0357 | 1.5608 | 1.2362 | 1.0034 | 1.4774 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 46.9613 | 45.5556 | 48.3516 | 46.9613 | 45.5556 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.4557 | 1.2378 | 1.6672 | 1.3962 | 1.1992 | 1.5782 |
Largest Winning Trade | 14811 | 12503 | 14811 | 19224 | 16052 | 19224 |
Largest Losing Trade | -8081 | -4838 | -8081 | -12237 | -6599 | -12237 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Losers | 31 | 27 | 34 | 31 | 27 | 34 |
Bars Traded | 6412 | 3135 | 3277 | 6412 | 3135 | 3277 |
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 | 243337 | -507779 | 300019 | 213761 | -574912 | 279262 |
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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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