Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157637.7874 | 63267.2533 | 94370.534 | 195293.0472 | 76562.9837 | 118730.0635 |
Total P&L (%) | 157.6378 | 63.2673 | 94.3705 | 195.293 | 76.563 | 118.7301 |
Avg Daily Profit (%) | 0.3027 | 0.1215 | 0.1812 | 0.2081 | 0.1092 | 0.1504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78275 | -57444 | -46848 | -111593 | -64324 | -72648 |
Profit Factor | 1.4914 | 1.4396 | 1.5336 | 1.3981 | 1.3339 | 1.4545 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 63.5514 | 62.2642 | 64.8148 | 63.5514 | 62.2642 | 64.8148 |
Ratio Avg Win / Avg Loss | 0.8554 | 0.8725 | 0.8325 | 0.8019 | 0.8084 | 0.7896 |
Largest Winning Trade | 23406 | 21281 | 23406 | 39769 | 39769 | 31502 |
Largest Losing Trade | -22751 | -21858 | -22751 | -47533 | -47533 | -47269 |
Avg Bars in Trades | 227 | 237 | 218 | 227 | 237 | 218 |
Avg Bars in Winners | 162 | 186 | 140 | 162 | 186 | 140 |
Avg Bars in Losers | 342 | 322 | 362 | 342 | 322 | 362 |
Bars Traded | 24382 | 12585 | 11797 | 24382 | 12585 | 11797 |
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 | 344088 | -211053 | -171398 | 294472 | -227597 | -172145 |
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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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