Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116110.3924 | 82404.682 | 33705.7104 | 78474.0549 | 65743.9505 | 12730.1044 |
Total P&L (%) | 116.1104 | 82.4047 | 33.7057 | 78.4741 | 65.744 | 12.7301 |
Avg Daily Profit (%) | 1.3375 | 0.9493 | 0.3883 | 0.6695 | 0.5837 | 0.1381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70177 | -40392 | -44875 | -58155 | -28285 | -34768 |
Profit Factor | 1.5069 | 1.6043 | 1.3636 | 1.4865 | 1.6903 | 1.1927 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 34.0659 | 32.967 | 35.1648 | 34.0659 | 32.967 | 35.1648 |
Ratio Avg Win / Avg Loss | 2.9166 | 3.262 | 2.5142 | 2.8771 | 3.4369 | 2.1991 |
Largest Winning Trade | 102983 | 102983 | 57924 | 87009 | 87009 | 30989 |
Largest Losing Trade | -6868 | -6868 | -4789 | -5007 | -5007 | -3943 |
Avg Bars in Trades | 134 | 189 | 79 | 134 | 189 | 79 |
Avg Bars in Winners | 215 | 321 | 115 | 215 | 321 | 115 |
Avg Bars in Losers | 93 | 124 | 60 | 93 | 124 | 60 |
Bars Traded | 24508 | 17252 | 7257 | 24508 | 17252 | 7257 |
Profit Streak | 0 | 0 | 3.6504 | 0 | 0 | 3.6504 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305462 | 253214 | 23809 | 244035 | 177769 | -104268 |
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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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