Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131707.779 | 79765.4602 | 51942.3188 | 132960.22 | 65409.6759 | 67550.5442 |
Total P&L (%) | 131.7078 | 79.7655 | 51.9423 | 132.9602 | 65.4097 | 67.5505 |
Avg Daily Profit (%) | 0.2529 | 0.1532 | 0.0997 | 0.1625 | 0.0967 | 0.0991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57795 | -51867 | -45588 | -163233 | -159665 | -103814 |
Profit Factor | 1.4187 | 1.4899 | 1.3423 | 1.1732 | 1.1645 | 1.1824 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 57.0093 | 55.5556 | 58.4906 | 57.0093 | 55.5556 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.0698 | 1.1919 | 0.9526 | 0.8847 | 0.9316 | 0.8391 |
Largest Winning Trade | 25053 | 22110 | 25053 | 45081 | 41607 | 45081 |
Largest Losing Trade | -31329 | -28030 | -31329 | -75274 | -46795 | -75274 |
Avg Bars in Trades | 229 | 257 | 200 | 229 | 257 | 200 |
Avg Bars in Winners | 215 | 227 | 203 | 215 | 227 | 203 |
Avg Bars in Losers | 247 | 294 | 195 | 247 | 294 | 195 |
Bars Traded | 24512 | 13882 | 10630 | 24512 | 13882 | 10630 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342236 | -171438 | -241884 | -23789 | -285316 | -261836 |
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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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