Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98910.188 | 58083.6571 | 40826.5309 | 109480.7286 | 67781.1335 | 41699.5951 |
Total P&L (%) | 98.9102 | 58.0837 | 40.8265 | 109.4807 | 67.7811 | 41.6996 |
Avg Daily Profit (%) | 0.712 | 0.4181 | 0.2939 | 0.5338 | 0.3732 | 0.2512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75753 | -39741 | -54694 | -91120 | -35713 | -66112 |
Profit Factor | 1.3151 | 1.3887 | 1.2482 | 1.3048 | 1.4076 | 1.2161 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 49.7738 | 48.1818 | 51.3514 | 49.7738 | 48.1818 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.3271 | 1.4936 | 1.1825 | 1.3166 | 1.5138 | 1.1521 |
Largest Winning Trade | 22588 | 22588 | 15888 | 28385 | 28385 | 14761 |
Largest Losing Trade | -18142 | -15061 | -18142 | -18758 | -12102 | -18758 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Losers | 46 | 44 | 49 | 46 | 44 | 49 |
Bars Traded | 12936 | 6412 | 6524 | 12936 | 6412 | 6524 |
Profit Streak | 133.3846 | 0 | 135.395 | 133.3846 | 0 | 135.395 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433075 | 236427 | 184953 | 375939 | 290028 | 167556 |
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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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