Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153890.9336 | 96008.9053 | 57882.0283 | 125042.893 | 40560.1639 | 84482.729 |
Total P&L (%) | 153.8909 | 96.0089 | 57.882 | 125.0429 | 40.5602 | 84.4827 |
Avg Daily Profit (%) | 0.3457 | 0.2157 | 0.13 | 0.1824 | 0.0765 | 0.1377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45121 | -44481 | -35014 | -122100 | -131521 | -76682 |
Profit Factor | 1.3871 | 1.4956 | 1.284 | 1.1531 | 1.0979 | 1.2098 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 50 | 45.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3871 | 1.7947 | 1.07 | 1.1531 | 1.3175 | 1.0082 |
Largest Winning Trade | 42547 | 42547 | 26343 | 62373 | 62373 | 59366 |
Largest Losing Trade | -30065 | -15056 | -30065 | -76682 | -45208 | -76682 |
Avg Bars in Trades | 79 | 70 | 88 | 79 | 70 | 88 |
Avg Bars in Winners | 104 | 90 | 115 | 104 | 90 | 115 |
Avg Bars in Losers | 54 | 53 | 55 | 54 | 53 | 55 |
Bars Traded | 10472 | 4641 | 5831 | 10472 | 4641 | 5831 |
Profit Streak | 0 | 0 | 8.264 | 0 | 0 | 8.264 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324847 | -116889 | -143538 | -45144 | -332843 | -133003 |
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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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