Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98105.2073 | 37538.4753 | 60566.732 | 112916.7305 | 54678.7335 | 58237.9971 |
Total P&L (%) | 98.1052 | 37.5385 | 60.5667 | 112.9167 | 54.6787 | 58.238 |
Avg Daily Profit (%) | 0.3767 | 0.1441 | 0.2326 | 0.2906 | 0.1676 | 0.1764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29666 | -15316 | -31400 | -70913 | -30449 | -71408 |
Profit Factor | 1.4011 | 1.3655 | 1.427 | 1.2322 | 1.2743 | 1.203 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 47.561 | 47.561 | 47.561 | 47.561 | 47.561 | 47.561 |
Ratio Avg Win / Avg Loss | 1.5448 | 1.5055 | 1.5733 | 1.3586 | 1.405 | 1.3264 |
Largest Winning Trade | 28509 | 25619 | 28509 | 40585 | 40585 | 32353 |
Largest Losing Trade | -10630 | -5931 | -10630 | -19941 | -12232 | -19941 |
Avg Bars in Trades | 148 | 70 | 226 | 148 | 70 | 226 |
Avg Bars in Winners | 196 | 84 | 307 | 196 | 84 | 307 |
Avg Bars in Losers | 105 | 58 | 152 | 105 | 58 | 152 |
Bars Traded | 24386 | 5809 | 18578 | 24386 | 5809 | 18578 |
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 | 340549 | -8259 | 87818 | 236898 | -552 | -676 |
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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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