Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239992.0125 | 105593.0351 | 134398.9773 | 591685.4856 | 222532.1259 | 369153.3596 |
Total P&L (%) | 239.992 | 105.593 | 134.399 | 591.6855 | 222.5321 | 369.1534 |
Avg Daily Profit (%) | 0.4608 | 0.2027 | 0.258 | 0.372 | 0.2251 | 0.2972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41106 | -51298 | -35179 | -75224 | -109808 | -66759 |
Profit Factor | 1.8455 | 1.6438 | 2.1215 | 2.0198 | 1.6018 | 2.7546 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 56.7797 | 52.5424 | 61.0169 | 56.7797 | 52.5424 | 61.0169 |
Ratio Avg Win / Avg Loss | 1.4048 | 1.4848 | 1.3554 | 1.5375 | 1.4468 | 1.7599 |
Largest Winning Trade | 26459 | 26459 | 18934 | 86798 | 86798 | 42623 |
Largest Losing Trade | -27799 | -22413 | -27799 | -56441 | -50836 | -56441 |
Avg Bars in Trades | 208 | 216 | 201 | 208 | 216 | 201 |
Avg Bars in Winners | 204 | 211 | 198 | 204 | 211 | 198 |
Avg Bars in Losers | 214 | 222 | 206 | 214 | 222 | 206 |
Bars Traded | 24649 | 12766 | 11883 | 24649 | 12766 | 11883 |
Profit Streak | 0 | 0 | 14.4244 | 0 | 0 | 14.4244 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463115 | -167273 | -164188 | 502908 | -167163 | -161520 |
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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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