Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121247.9043 | 64729.5757 | 56518.3286 | 187768.669 | 74859.9398 | 112908.7292 |
Total P&L (%) | 121.2479 | 64.7296 | 56.5183 | 187.7687 | 74.8599 | 112.9087 |
Avg Daily Profit (%) | 0.2641 | 0.141 | 0.1231 | 0.2305 | 0.1218 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38622 | -30768 | -20204 | -125279 | -97258 | -33182 |
Profit Factor | 1.4923 | 1.5231 | 1.4612 | 1.4116 | 1.3003 | 1.5456 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 197 | 104 | 93 | 197 | 104 | 93 |
Losing Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Profitability (%) | 69.3662 | 73.2394 | 65.493 | 69.3662 | 73.2394 | 65.493 |
Ratio Avg Win / Avg Loss | 0.659 | 0.5565 | 0.7699 | 0.6234 | 0.4751 | 0.8143 |
Largest Winning Trade | 8983 | 8983 | 7040 | 20291 | 20291 | 17331 |
Largest Losing Trade | -27078 | -27078 | -14744 | -84841 | -84841 | -26730 |
Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 63 | 54 | 70 | 63 | 54 | 70 |
Bars Traded | 10684 | 4698 | 5986 | 10684 | 4698 | 5986 |
Profit Streak | 0 | 610.9345 | 0 | 0 | 610.9345 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395725 | -1960 | -29088 | 367626 | -28569 | 298910 |
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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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