Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49296.0223 | 24299.5542 | 24996.468 | 39624.0953 | 9752.7194 | 29871.376 |
Total P&L (%) | 49.296 | 24.2996 | 24.9965 | 39.6241 | 9.7527 | 29.8714 |
Avg Daily Profit (%) | 0.5679 | 0.2799 | 0.2879 | 0.3852 | 0.1073 | 0.3015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49092 | -33291 | -41917 | -66929 | -61319 | -55316 |
Profit Factor | 1.2615 | 1.2582 | 1.2649 | 1.1366 | 1.0637 | 1.2183 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 67.027 | 69.8925 | 64.1304 | 67.027 | 69.8925 | 64.1304 |
Ratio Avg Win / Avg Loss | 0.6206 | 0.542 | 0.7075 | 0.5592 | 0.4582 | 0.6814 |
Largest Winning Trade | 6932 | 6932 | 5679 | 9648 | 9648 | 7604 |
Largest Losing Trade | -32562 | -20700 | -32562 | -42146 | -36446 | -42146 |
Avg Bars in Trades | 133 | 136 | 130 | 133 | 136 | 130 |
Avg Bars in Winners | 90 | 87 | 94 | 90 | 87 | 94 |
Avg Bars in Losers | 219 | 248 | 194 | 219 | 248 | 194 |
Bars Traded | 24653 | 12663 | 11990 | 24653 | 12663 | 11990 |
Profit Streak | 0 | 0 | 4.4618 | 0 | 0 | 4.4618 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316105 | 109695 | 143271 | -63718 | -367116 | 152874 |
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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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