Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101043.0075 | 59697.1455 | 41345.862 | 76815.1836 | 37148.4768 | 39666.7068 |
Total P&L (%) | 101.043 | 59.6971 | 41.3459 | 76.8152 | 37.1485 | 39.6667 |
Avg Daily Profit (%) | 0.388 | 0.2292 | 0.1588 | 0.2191 | 0.1214 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44298 | -39151 | -35923 | -73191 | -53765 | -60442 |
Profit Factor | 1.2718 | 1.2885 | 1.2509 | 1.1405 | 1.1216 | 1.1644 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 151 | 74 | 77 | 151 | 74 | 77 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 62.6556 | 61.157 | 64.1667 | 62.6556 | 61.157 | 64.1667 |
Ratio Avg Win / Avg Loss | 0.758 | 0.8183 | 0.6986 | 0.6798 | 0.7124 | 0.6503 |
Largest Winning Trade | 47335 | 47335 | 20620 | 38002 | 38002 | 24390 |
Largest Losing Trade | -34372 | -34372 | -21348 | -42506 | -42506 | -39288 |
Avg Bars in Trades | 102 | 108 | 95 | 102 | 108 | 95 |
Avg Bars in Winners | 77 | 81 | 74 | 77 | 81 | 74 |
Avg Bars in Losers | 142 | 150 | 133 | 142 | 150 | 133 |
Bars Traded | 24582 | 13113 | 11469 | 24582 | 13113 | 11469 |
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 | 323240 | 192553 | 125593 | -58342 | -122040 | -65018 |
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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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