Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127414.9712 | 55618.9642 | 71796.007 | 155030.0742 | 78884.0769 | 76145.9972 |
Total P&L (%) | 127.415 | 55.619 | 71.796 | 155.0301 | 78.8841 | 76.146 |
Avg Daily Profit (%) | 0.4893 | 0.2136 | 0.2757 | 0.3601 | 0.2236 | 0.2176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59153 | -54612 | -23345 | -61667 | -51199 | -44235 |
Profit Factor | 1.445 | 1.3895 | 1.5001 | 1.3701 | 1.3855 | 1.3553 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 43.8462 | 43.0769 | 44.6154 | 43.8462 | 43.0769 | 44.6154 |
Ratio Avg Win / Avg Loss | 1.8506 | 1.8362 | 1.8622 | 1.7546 | 1.8309 | 1.6824 |
Largest Winning Trade | 38764 | 38764 | 21471 | 34175 | 32243 | 34175 |
Largest Losing Trade | -14644 | -14644 | -11636 | -23259 | -19907 | -23259 |
Avg Bars in Trades | 190 | 197 | 182 | 190 | 197 | 182 |
Avg Bars in Winners | 289 | 304 | 275 | 289 | 304 | 275 |
Avg Bars in Losers | 112 | 116 | 108 | 112 | 116 | 108 |
Bars Traded | 24711 | 12832 | 11879 | 24711 | 12832 | 11879 |
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 | 314288 | -127525 | -124761 | 258079 | -126505 | -126142 |
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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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