Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51681.8287 | 29310.042 | 22371.7867 | 40951.5922 | 30054.0827 | 10897.5095 |
Total P&L (%) | 51.6818 | 29.31 | 22.3718 | 40.9516 | 30.0541 | 10.8975 |
Avg Daily Profit (%) | 0.3721 | 0.211 | 0.1611 | 0.2474 | 0.1894 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39488 | -35769 | -34675 | -41238 | -33001 | -33656 |
Profit Factor | 1.3174 | 1.4161 | 1.2422 | 1.2572 | 1.4808 | 1.1127 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 78.7037 | 77.7778 | 79.6296 | 78.7037 | 77.7778 | 79.6296 |
Ratio Avg Win / Avg Loss | 0.3565 | 0.4046 | 0.3178 | 0.3402 | 0.4231 | 0.2846 |
Largest Winning Trade | 8334 | 5742 | 8334 | 7936 | 7237 | 7936 |
Largest Losing Trade | -30439 | -20353 | -30439 | -29679 | -18031 | -29679 |
Avg Bars in Trades | 60 | 64 | 55 | 60 | 64 | 55 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 177 | 190 | 162 | 177 | 190 | 162 |
Bars Traded | 13005 | 6966 | 6038 | 13005 | 6966 | 6038 |
Profit Streak | 0 | 0 | 148.9797 | 0 | 0 | 148.9797 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340709 | 198002 | 130298 | 256125 | 207947 | -325983 |
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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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