Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256332.569 | 125363.3948 | 130969.1742 | 537823.0276 | 323409.2938 | 214413.7338 |
Total P&L (%) | 256.3326 | 125.3634 | 130.9692 | 537.823 | 323.4093 | 214.4137 |
Avg Daily Profit (%) | 0.2747 | 0.1343 | 0.1403 | 0.1988 | 0.1548 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78170 | -51548 | -30843 | -67491 | -38446 | -126415 |
Profit Factor | 2.1672 | 2.1639 | 2.1704 | 2.2806 | 2.8105 | 1.8884 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 39.4737 | 38.5965 | 40.3509 | 39.4737 | 38.5965 | 40.3509 |
Ratio Avg Win / Avg Loss | 3.3231 | 3.4426 | 3.2084 | 3.4969 | 4.4713 | 2.7915 |
Largest Winning Trade | 64654 | 64654 | 55501 | 153641 | 91050 | 153641 |
Largest Losing Trade | -14126 | -10960 | -14126 | -51502 | -38446 | -51502 |
Avg Bars in Trades | 46 | 39 | 52 | 46 | 39 | 52 |
Avg Bars in Winners | 104 | 91 | 117 | 104 | 91 | 117 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 5257 | 2279 | 2978 | 5257 | 2279 | 2978 |
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 | 309299 | -194336 | -185353 | 308812 | -172168 | -209251 |
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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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