Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121891.214 | 50298.6542 | 71592.5598 | 153752.048 | 127330.1877 | 26421.8603 |
Total P&L (%) | 121.8912 | 50.2987 | 71.5926 | 153.752 | 127.3302 | 26.4219 |
Avg Daily Profit (%) | 0.4681 | 0.1931 | 0.2749 | 0.3582 | 0.3158 | 0.0901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79538 | -29345 | -59421 | -355087 | -131997 | -247098 |
Profit Factor | 1.4581 | 1.3698 | 1.5503 | 1.1875 | 1.3238 | 1.0619 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 44.5652 | 42.3913 | 46.7391 | 44.5652 | 42.3913 | 46.7391 |
Ratio Avg Win / Avg Loss | 1.8137 | 1.8616 | 1.7666 | 1.4771 | 1.7991 | 1.2101 |
Largest Winning Trade | 30892 | 30892 | 21872 | 116295 | 116295 | 49387 |
Largest Losing Trade | -13672 | -10831 | -13672 | -50077 | -46732 | -50077 |
Avg Bars in Trades | 134 | 133 | 134 | 134 | 133 | 134 |
Avg Bars in Winners | 178 | 177 | 180 | 178 | 177 | 180 |
Avg Bars in Losers | 98 | 101 | 94 | 98 | 101 | 94 |
Bars Traded | 24686 | 12319 | 12367 | 24686 | 12319 | 12367 |
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 | 342991 | 115485 | 288491 | -7873 | 190405 | -231564 |
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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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