Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223522.4482 | 91876.6851 | 131645.7631 | 344267.535 | 127368.771 | 216898.764 |
Total P&L (%) | 223.5224 | 91.8767 | 131.6458 | 344.2675 | 127.3688 | 216.8988 |
Avg Daily Profit (%) | 0.2422 | 0.0996 | 0.1427 | 0.1617 | 0.089 | 0.1251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54775 | -60430 | -54198 | -319247 | -318652 | -191022 |
Profit Factor | 1.4737 | 1.3872 | 1.5612 | 1.2176 | 1.1481 | 1.3004 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 43.1953 | 36.4706 | 50 | 43.1953 | 36.4706 | 50 |
Ratio Avg Win / Avg Loss | 1.938 | 2.4164 | 1.5612 | 1.6012 | 1.9999 | 1.3004 |
Largest Winning Trade | 47041 | 47041 | 29112 | 165135 | 165135 | 92307 |
Largest Losing Trade | -18441 | -18441 | -18029 | -105238 | -105238 | -93561 |
Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Winners | 53 | 51 | 54 | 53 | 51 | 54 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5484 | 2501 | 2983 | 5484 | 2501 | 2983 |
Profit Streak | 0 | 0 | 12.5672 | 0 | 0 | 12.5672 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305181 | -63642 | 17120 | 224075 | -135919 | -25681 |
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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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