Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111923.414 | 47251.6452 | 64671.7689 | 138441.5051 | 60915.0225 | 77526.4826 |
Total P&L (%) | 111.9234 | 47.2516 | 64.6718 | 138.4415 | 60.915 | 77.5265 |
Avg Daily Profit (%) | 0.4298 | 0.1814 | 0.2483 | 0.3342 | 0.1828 | 0.2206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26183 | -32883 | -21213 | -45808 | -48836 | -45637 |
Profit Factor | 1.4914 | 1.3746 | 1.6363 | 1.3334 | 1.27 | 1.4089 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 46.087 | 50.8772 | 41.3793 | 46.087 | 50.8772 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.7446 | 1.3272 | 2.318 | 1.5598 | 1.2262 | 1.9959 |
Largest Winning Trade | 28641 | 28641 | 23293 | 41266 | 41266 | 32731 |
Largest Losing Trade | -9872 | -9312 | -9872 | -17699 | -17146 | -17699 |
Avg Bars in Trades | 213 | 230 | 195 | 213 | 230 | 195 |
Avg Bars in Winners | 262 | 289 | 228 | 262 | 289 | 228 |
Avg Bars in Losers | 171 | 169 | 172 | 171 | 169 | 172 |
Bars Traded | 24501 | 13144 | 11357 | 24501 | 13144 | 11357 |
Profit Streak | 0 | 9.0396 | 0 | 0 | 9.0396 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336153 | -174244 | -174026 | 271997 | -173900 | -175145 |
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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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