Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99148.219 | 38508.6242 | 60639.5948 | 96122.2903 | 48970.1623 | 47152.128 |
Total P&L (%) | 99.1482 | 38.5086 | 60.6396 | 96.1223 | 48.9702 | 47.1521 |
Avg Daily Profit (%) | 0.3807 | 0.1479 | 0.2329 | 0.259 | 0.1532 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40589 | -31954 | -31278 | -57112 | -46883 | -39172 |
Profit Factor | 1.2574 | 1.1884 | 1.3354 | 1.175 | 1.1734 | 1.1767 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 52.3605 | 48.7179 | 56.0345 | 52.3605 | 48.7179 | 56.0345 |
Ratio Avg Win / Avg Loss | 1.144 | 1.2509 | 1.0477 | 1.069 | 1.2351 | 0.9232 |
Largest Winning Trade | 23884 | 23884 | 18227 | 27792 | 27792 | 18737 |
Largest Losing Trade | -23991 | -23991 | -13049 | -28052 | -28052 | -22910 |
Avg Bars in Trades | 106 | 106 | 106 | 106 | 106 | 106 |
Avg Bars in Winners | 123 | 126 | 120 | 123 | 126 | 120 |
Avg Bars in Losers | 88 | 87 | 88 | 88 | 87 | 88 |
Bars Traded | 24835 | 12495 | 12340 | 24835 | 12495 | 12340 |
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 | 328274 | -13471 | 241872 | -19818 | -26172 | -25202 |
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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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