Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101973.1119 | 64849.7518 | 37123.36 | 117577.3858 | 99691.7573 | 17885.6285 |
Total P&L (%) | 101.9731 | 64.8498 | 37.1234 | 117.5774 | 99.6918 | 17.8856 |
Avg Daily Profit (%) | 0.3916 | 0.249 | 0.1426 | 0.299 | 0.2659 | 0.0632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35376 | -35294 | -37481 | -79253 | -45157 | -79465 |
Profit Factor | 1.4242 | 1.5116 | 1.3266 | 1.3104 | 1.5343 | 1.093 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 48.062 | 46.875 | 49.2308 | 48.062 | 46.875 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.539 | 1.7132 | 1.3681 | 1.416 | 1.7389 | 1.1272 |
Largest Winning Trade | 26811 | 26811 | 18222 | 40331 | 40331 | 32087 |
Largest Losing Trade | -13103 | -9289 | -13103 | -19373 | -14402 | -19373 |
Avg Bars in Trades | 188 | 194 | 182 | 188 | 194 | 182 |
Avg Bars in Winners | 222 | 247 | 198 | 222 | 247 | 198 |
Avg Bars in Losers | 156 | 147 | 167 | 156 | 147 | 167 |
Bars Traded | 24289 | 12421 | 11868 | 24289 | 12421 | 11868 |
Profit Streak | 0 | 12.4115 | 0 | 0 | 12.4115 | 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 | 338579 | -130989 | -138343 | 245047 | -130362 | -368397 |
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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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