Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110789.453 | 46407.1997 | 64382.2533 | 136994.0553 | 72605.2431 | 64388.8121 |
Total P&L (%) | 110.7895 | 46.4072 | 64.3823 | 136.9941 | 72.6052 | 64.3888 |
Avg Daily Profit (%) | 0.4254 | 0.1782 | 0.2472 | 0.3319 | 0.2098 | 0.1911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34793 | -29400 | -24472 | -104759 | -47118 | -72544 |
Profit Factor | 1.4472 | 1.3403 | 1.578 | 1.2783 | 1.2807 | 1.2757 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 44.2748 | 44.6154 | 43.9394 | 44.2748 | 44.6154 | 43.9394 |
Ratio Avg Win / Avg Loss | 1.8214 | 1.6638 | 2.0133 | 1.6089 | 1.5898 | 1.6276 |
Largest Winning Trade | 24573 | 24573 | 23130 | 45908 | 45908 | 45794 |
Largest Losing Trade | -8061 | -8061 | -6524 | -18333 | -18333 | -17293 |
Avg Bars in Trades | 186 | 197 | 176 | 186 | 197 | 176 |
Avg Bars in Winners | 258 | 273 | 244 | 258 | 273 | 244 |
Avg Bars in Losers | 129 | 135 | 123 | 129 | 135 | 123 |
Bars Traded | 24475 | 12809 | 11666 | 24475 | 12809 | 11666 |
Profit Streak | 0 | 8.5403 | 0 | 0 | 8.5403 | 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 | 301224 | -127553 | -117666 | 235288 | -125995 | -119993 |
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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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