Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91887.3585 | 46087.896 | 45799.4625 | 92159.9301 | 45167.9889 | 46991.9412 |
Total P&L (%) | 91.8874 | 46.0879 | 45.7995 | 92.1599 | 45.168 | 46.9919 |
Avg Daily Profit (%) | 0.3528 | 0.177 | 0.1759 | 0.2511 | 0.1432 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47594 | -33226 | -39193 | -63881 | -41715 | -62453 |
Profit Factor | 1.409 | 1.4048 | 1.4134 | 1.3037 | 1.2997 | 1.3077 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 46.9027 | 44.6429 | 49.1228 | 46.9027 | 44.6429 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.5951 | 1.742 | 1.4639 | 1.4759 | 1.6116 | 1.3544 |
Largest Winning Trade | 39411 | 39411 | 19512 | 34462 | 34462 | 22212 |
Largest Losing Trade | -11692 | -11692 | -11478 | -20494 | -13570 | -20494 |
Avg Bars in Trades | 217 | 199 | 234 | 217 | 199 | 234 |
Avg Bars in Winners | 298 | 258 | 335 | 298 | 258 | 335 |
Avg Bars in Losers | 144 | 151 | 137 | 144 | 151 | 137 |
Bars Traded | 24536 | 11158 | 13378 | 24536 | 11158 | 13378 |
Profit Streak | 0 | 28.1156 | 0 | 0 | 28.1156 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305602 | -174417 | -175307 | 211127 | -184404 | -178699 |
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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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