Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137012.3767 | 64294.316 | 72718.0607 | 127406.4292 | 55548.266 | 71858.1633 |
Total P&L (%) | 137.0124 | 64.2943 | 72.7181 | 127.4064 | 55.5483 | 71.8582 |
Avg Daily Profit (%) | 0.2631 | 0.1234 | 0.1396 | 0.1579 | 0.0849 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67746 | -49291 | -45193 | -73282 | -63911 | -47181 |
Profit Factor | 1.3608 | 1.3266 | 1.3976 | 1.2944 | 1.2394 | 1.3579 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 63.7795 | 66.6667 | 60.9375 | 63.7795 | 66.6667 | 60.9375 |
Ratio Avg Win / Avg Loss | 0.7728 | 0.6633 | 0.8959 | 0.7351 | 0.6197 | 0.8704 |
Largest Winning Trade | 20768 | 20377 | 20768 | 22535 | 18422 | 22535 |
Largest Losing Trade | -28057 | -28057 | -21241 | -31426 | -31426 | -21744 |
Avg Bars in Trades | 193 | 191 | 196 | 193 | 191 | 196 |
Avg Bars in Winners | 131 | 143 | 118 | 131 | 143 | 118 |
Avg Bars in Losers | 303 | 287 | 317 | 303 | 287 | 317 |
Bars Traded | 24621 | 12050 | 12571 | 24621 | 12050 | 12571 |
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 | 306103 | -175100 | -145964 | 259120 | -227666 | -193669 |
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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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