Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103006.1043 | 80364.5773 | 22641.527 | 57510.1348 | 29123.4981 | 28386.6367 |
Total P&L (%) | 103.0061 | 80.3646 | 22.6415 | 57.5101 | 29.1235 | 28.3866 |
Avg Daily Profit (%) | 0.3868 | 0.3018 | 0.085 | 0.1707 | 0.096 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74970 | -55768 | -26895 | -193083 | -142868 | -50214 |
Profit Factor | 1.3081 | 1.3514 | 1.2144 | 1.1021 | 1.074 | 1.1674 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 46.5608 | 39.3617 | 53.6842 | 46.5608 | 39.3617 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.5014 | 2.0819 | 1.0477 | 1.265 | 1.6546 | 1.0071 |
Largest Winning Trade | 69432 | 69432 | 18628 | 105067 | 105067 | 42091 |
Largest Losing Trade | -12573 | -12573 | -7542 | -44080 | -44080 | -17613 |
Avg Bars in Trades | 65 | 118 | 12 | 65 | 118 | 12 |
Avg Bars in Winners | 96 | 209 | 14 | 96 | 209 | 14 |
Avg Bars in Losers | 38 | 59 | 10 | 38 | 59 | 10 |
Bars Traded | 12321 | 11138 | 1183 | 12321 | 11138 | 1183 |
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 | 314554 | 150587 | -85936 | -103354 | -211769 | -108230 |
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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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