Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57032.5128 | 34642.277 | 22390.2357 | 41936.0518 | 38287.6896 | 3648.3622 |
Total P&L (%) | 57.0325 | 34.6423 | 22.3902 | 41.9361 | 38.2877 | 3.6484 |
Avg Daily Profit (%) | 0.4106 | 0.2494 | 0.1612 | 0.2524 | 0.2336 | 0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37291 | -25313 | -43927 | -42697 | -22017 | -49456 |
Profit Factor | 1.3098 | 1.4658 | 1.204 | 1.21 | 1.5206 | 1.0289 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 73.3871 | 74.1935 | 72.5806 | 73.3871 | 74.1935 | 72.5806 |
Ratio Avg Win / Avg Loss | 0.475 | 0.5099 | 0.4549 | 0.4388 | 0.5289 | 0.3887 |
Largest Winning Trade | 10688 | 6823 | 10688 | 10335 | 6359 | 10335 |
Largest Losing Trade | -34619 | -14426 | -34619 | -38278 | -12320 | -38278 |
Avg Bars in Trades | 105 | 102 | 107 | 105 | 102 | 107 |
Avg Bars in Winners | 76 | 71 | 82 | 76 | 71 | 82 |
Avg Bars in Losers | 183 | 191 | 174 | 183 | 191 | 174 |
Bars Traded | 13045 | 6371 | 6674 | 13045 | 6371 | 6674 |
Profit Streak | 0 | 0 | 132.8927 | 0 | 0 | 132.8927 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320054 | -148050 | -151858 | 206749 | -147526 | -666258 |
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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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