Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96931.3603 | 48972.671 | 47958.6894 | 131831.2317 | 49229.829 | 82601.4026 |
Total P&L (%) | 96.9314 | 48.9727 | 47.9587 | 131.8312 | 49.2298 | 82.6014 |
Avg Daily Profit (%) | 0.2111 | 0.1067 | 0.1045 | 0.1833 | 0.0872 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28029 | -23562 | -20200 | -82309 | -68432 | -36784 |
Profit Factor | 1.6725 | 1.6451 | 1.7031 | 1.4774 | 1.3163 | 1.6856 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 64.375 | 65 | 63.75 | 64.375 | 65 | 63.75 |
Ratio Avg Win / Avg Loss | 0.9256 | 0.8858 | 0.9684 | 0.8176 | 0.7088 | 0.9585 |
Largest Winning Trade | 7428 | 7428 | 7300 | 19908 | 13469 | 19908 |
Largest Losing Trade | -23562 | -23562 | -20059 | -68432 | -68432 | -36573 |
Avg Bars in Trades | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Winners | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Losers | 98 | 101 | 95 | 98 | 101 | 95 |
Bars Traded | 10807 | 5493 | 5314 | 10807 | 5493 | 5314 |
Profit Streak | 597.1905 | 0 | 608.8155 | 597.1905 | 0 | 608.8155 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382573 | -69659 | -71786 | 342009 | -97374 | -34599 |
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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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