Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140586.4948 | 56015.1188 | 84571.376 | 76517.1993 | 16810.8925 | 59706.3068 |
Total P&L (%) | 140.5865 | 56.0151 | 84.5714 | 76.5172 | 16.8109 | 59.7063 |
Avg Daily Profit (%) | 0.1512 | 0.0603 | 0.091 | 0.0611 | 0.0167 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57440 | -61894 | -47497 | -101952 | -107013 | -99110 |
Profit Factor | 1.2511 | 1.1864 | 1.326 | 1.1006 | 1.0415 | 1.1676 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 54.3956 | 51.6484 | 57.1429 | 54.3956 | 51.6484 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0489 | 1.1107 | 0.9945 | 0.9227 | 0.9751 | 0.8757 |
Largest Winning Trade | 37986 | 33172 | 37986 | 45450 | 45450 | 31144 |
Largest Losing Trade | -29269 | -25802 | -29269 | -44549 | -34893 | -44549 |
Avg Bars in Trades | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Winners | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Losers | 74 | 81 | 67 | 74 | 81 | 67 |
Bars Traded | 10964 | 5438 | 5526 | 10964 | 5438 | 5526 |
Profit Streak | 0 | 0 | 48.2145 | 0 | 0 | 48.2145 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306435 | -128985 | -70824 | -221340 | -356134 | -162056 |
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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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