Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111645.4585 | 70869.6914 | 40775.7671 | 112179.926 | 76934.6599 | 35245.2661 |
Total P&L (%) | 111.6455 | 70.8697 | 40.7758 | 112.1799 | 76.9347 | 35.2453 |
Avg Daily Profit (%) | 0.4287 | 0.2721 | 0.1566 | 0.2893 | 0.2194 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31287 | -33344 | -12910 | -43478 | -40524 | -25504 |
Profit Factor | 1.6015 | 1.7014 | 1.4822 | 1.3958 | 1.5253 | 1.2573 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 42.7419 | 37.0968 | 48.3871 | 42.7419 | 37.0968 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.1454 | 2.885 | 1.581 | 1.8699 | 2.5865 | 1.3412 |
Largest Winning Trade | 85058 | 85058 | 14885 | 108111 | 108111 | 17236 |
Largest Losing Trade | -9356 | -6753 | -9356 | -21991 | -13286 | -21991 |
Avg Bars in Trades | 198 | 184 | 212 | 198 | 184 | 212 |
Avg Bars in Winners | 306 | 314 | 301 | 306 | 314 | 301 |
Avg Bars in Losers | 117 | 108 | 128 | 117 | 108 | 128 |
Bars Traded | 24612 | 11455 | 13157 | 24612 | 11455 | 13157 |
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 | 313845 | -149409 | -148798 | 225919 | -150512 | -197160 |
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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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