Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74415.697 | 18222.1427 | 56193.5543 | 57727.7074 | 31147.1494 | 26580.558 |
Total P&L (%) | 74.4157 | 18.2221 | 56.1936 | 57.7277 | 31.1471 | 26.5806 |
Avg Daily Profit (%) | 0.2858 | 0.07 | 0.2158 | 0.1751 | 0.1042 | 0.0906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96059 | -11256 | -94019 | -230670 | -17883 | -225554 |
Profit Factor | 1.281 | 1.3189 | 1.2705 | 1.1028 | 1.2921 | 1.0584 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Profitability (%) | 52 | 53.0973 | 50.8929 | 52 | 53.0973 | 50.8929 |
Ratio Avg Win / Avg Loss | 1.1824 | 1.165 | 1.2259 | 1.0179 | 1.1414 | 1.0213 |
Largest Winning Trade | 17307 | 7475 | 17307 | 47988 | 11797 | 47988 |
Largest Losing Trade | -25631 | -7412 | -25631 | -66700 | -11000 | -66700 |
Avg Bars in Trades | 106 | 13 | 201 | 106 | 13 | 201 |
Avg Bars in Winners | 80 | 15 | 148 | 80 | 15 | 148 |
Avg Bars in Losers | 135 | 10 | 256 | 135 | 10 | 256 |
Bars Traded | 24060 | 1509 | 22551 | 24060 | 1509 | 22551 |
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 | 301060 | -108354 | 187315 | -100869 | -57851 | -233315 |
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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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