Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120086.329 | 58463.0441 | 61623.2849 | 157858.1756 | 92513.3605 | 65344.8152 |
Total P&L (%) | 120.0863 | 58.463 | 61.6233 | 157.8582 | 92.5134 | 65.3448 |
Avg Daily Profit (%) | 0.4611 | 0.2245 | 0.2366 | 0.3644 | 0.2518 | 0.1933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33676 | -32712 | -23347 | -58384 | -48823 | -58018 |
Profit Factor | 1.577 | 1.4884 | 1.697 | 1.4214 | 1.4467 | 1.39 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 46.2366 | 43.4783 | 48.9362 | 46.2366 | 43.4783 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.8337 | 1.9349 | 1.7708 | 1.6527 | 1.8807 | 1.4505 |
Largest Winning Trade | 27122 | 27122 | 15771 | 41458 | 41458 | 30497 |
Largest Losing Trade | -11805 | -11805 | -10209 | -27192 | -27192 | -17691 |
Avg Bars in Trades | 264 | 285 | 243 | 264 | 285 | 243 |
Avg Bars in Winners | 311 | 344 | 282 | 311 | 344 | 282 |
Avg Bars in Losers | 224 | 239 | 207 | 224 | 239 | 207 |
Bars Traded | 24586 | 13123 | 11463 | 24586 | 13123 | 11463 |
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 | 364670 | 199775 | 319074 | 300662 | 226708 | 221730 |
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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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