Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118143.6834 | 59547.518 | 58596.1654 | 150818.8758 | 93507.8912 | 57310.9846 |
Total P&L (%) | 118.1437 | 59.5475 | 58.5962 | 150.8189 | 93.5079 | 57.311 |
Avg Daily Profit (%) | 0.4537 | 0.2287 | 0.225 | 0.3537 | 0.2538 | 0.1741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24877 | -14797 | -23215 | -45154 | -27491 | -51088 |
Profit Factor | 1.6553 | 1.7911 | 1.5579 | 1.4615 | 1.7271 | 1.2892 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 45.082 | 47.541 | 42.623 | 45.082 | 47.541 | 42.623 |
Ratio Avg Win / Avg Loss | 2.0164 | 1.9764 | 2.0972 | 1.7804 | 1.9058 | 1.7354 |
Largest Winning Trade | 56058 | 56058 | 20925 | 91829 | 91829 | 34440 |
Largest Losing Trade | -11154 | -8106 | -11154 | -29182 | -14184 | -29182 |
Avg Bars in Trades | 202 | 71 | 332 | 202 | 71 | 332 |
Avg Bars in Winners | 320 | 103 | 562 | 320 | 103 | 562 |
Avg Bars in Losers | 104 | 42 | 162 | 104 | 42 | 162 |
Bars Traded | 24654 | 4349 | 20305 | 24654 | 4349 | 20305 |
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 | 357830 | -153465 | -156376 | 292771 | -152677 | -158539 |
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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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