Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103786.95 | 52842.5622 | 50944.3878 | 115065.2497 | 80311.1192 | 34754.1305 |
Total P&L (%) | 103.787 | 52.8426 | 50.9444 | 115.0653 | 80.3111 | 34.7541 |
Avg Daily Profit (%) | 0.3985 | 0.2029 | 0.1956 | 0.2945 | 0.2266 | 0.1146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42717 | -35610 | -38883 | -96894 | -51659 | -82356 |
Profit Factor | 1.286 | 1.2602 | 1.3187 | 1.1907 | 1.2483 | 1.1241 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Profitability (%) | 50.3846 | 51.5385 | 49.2308 | 50.3846 | 51.5385 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.2663 | 1.185 | 1.3599 | 1.1725 | 1.1737 | 1.1592 |
Largest Winning Trade | 19092 | 13285 | 19092 | 23891 | 20531 | 23891 |
Largest Losing Trade | -19908 | -19908 | -11489 | -27855 | -27855 | -23296 |
Avg Bars in Trades | 93 | 98 | 88 | 93 | 98 | 88 |
Avg Bars in Winners | 108 | 117 | 99 | 108 | 117 | 99 |
Avg Bars in Losers | 79 | 79 | 78 | 79 | 79 | 78 |
Bars Traded | 24397 | 12847 | 11550 | 24397 | 12847 | 11550 |
Profit Streak | 0 | 4.8775 | 0 | 0 | 4.8775 | 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 | 335904 | 199416 | 165875 | -2367 | 245263 | -128605 |
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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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