Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85662.262 | 50155.9811 | 35506.2808 | 91974.3157 | 73736.8136 | 18237.5021 |
Total P&L (%) | 85.6623 | 50.156 | 35.5063 | 91.9743 | 73.7368 | 18.2375 |
Avg Daily Profit (%) | 0.6167 | 0.3611 | 0.2556 | 0.4706 | 0.3984 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47379 | -33724 | -24811 | -47814 | -32383 | -53136 |
Profit Factor | 1.4166 | 1.4408 | 1.3867 | 1.3111 | 1.5299 | 1.1165 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 66.6667 | 60.4938 | 72.8395 | 66.6667 | 60.4938 | 72.8395 |
Ratio Avg Win / Avg Loss | 0.7083 | 0.941 | 0.5171 | 0.6556 | 0.9991 | 0.4163 |
Largest Winning Trade | 30616 | 30616 | 10692 | 29574 | 29574 | 14268 |
Largest Losing Trade | -19632 | -19632 | -18491 | -37226 | -15800 | -37226 |
Avg Bars in Trades | 80 | 118 | 42 | 80 | 118 | 42 |
Avg Bars in Winners | 56 | 78 | 37 | 56 | 78 | 37 |
Avg Bars in Losers | 128 | 179 | 55 | 128 | 179 | 55 |
Bars Traded | 13011 | 9577 | 3434 | 13011 | 9577 | 3434 |
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 | 415454 | -5148 | -6079 | 347292 | -2962 | -144466 |
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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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