Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113271.9862 | 46170.156 | 67101.8303 | 146605.686 | 58510.3074 | 88095.3786 |
Total P&L (%) | 113.272 | 46.1702 | 67.1018 | 146.6057 | 58.5103 | 88.0954 |
Avg Daily Profit (%) | 0.435 | 0.1773 | 0.2577 | 0.3472 | 0.177 | 0.2429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21674 | -43835 | -15470 | -40214 | -51670 | -28225 |
Profit Factor | 1.5771 | 1.31 | 2.417 | 1.5155 | 1.2722 | 2.2693 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 48.5714 | 44.2308 | 52.8302 | 48.5714 | 44.2308 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.6699 | 1.6518 | 2.158 | 1.6047 | 1.6041 | 2.0262 |
Largest Winning Trade | 26350 | 26350 | 18878 | 33741 | 33741 | 19250 |
Largest Losing Trade | -11579 | -11579 | -7006 | -19736 | -19736 | -12745 |
Avg Bars in Trades | 232 | 370 | 96 | 232 | 370 | 96 |
Avg Bars in Winners | 280 | 472 | 122 | 280 | 472 | 122 |
Avg Bars in Losers | 186 | 289 | 67 | 186 | 289 | 67 |
Bars Traded | 24365 | 19252 | 5113 | 24365 | 19252 | 5113 |
Profit Streak | 0 | 9.915 | 0 | 0 | 9.915 | 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 | 390448 | -176021 | -168558 | 349908 | -175346 | -168776 |
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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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