Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131145.921 | 42530.8942 | 88615.0268 | 136782.6671 | 1180.709 | 135601.958 |
Total P&L (%) | 131.1459 | 42.5309 | 88.615 | 136.7827 | 1.1807 | 135.602 |
Avg Daily Profit (%) | 0.2518 | 0.0817 | 0.1701 | 0.1656 | 0.0023 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44411 | -45819 | -31641 | -160678 | -135838 | -103238 |
Profit Factor | 1.524 | 1.3573 | 1.6753 | 1.2484 | 1.0041 | 1.5227 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 53.2609 | 47.8261 | 58.6957 | 53.2609 | 47.8261 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.3374 | 1.4807 | 1.1789 | 1.0955 | 1.0953 | 1.0715 |
Largest Winning Trade | 52047 | 33698 | 52047 | 60652 | 60652 | 45369 |
Largest Losing Trade | -21997 | -13016 | -21997 | -77901 | -50846 | -77901 |
Avg Bars in Trades | 267 | 222 | 313 | 267 | 222 | 313 |
Avg Bars in Winners | 295 | 201 | 371 | 295 | 201 | 371 |
Avg Bars in Losers | 236 | 241 | 230 | 236 | 241 | 230 |
Bars Traded | 24625 | 10213 | 14412 | 24625 | 10213 | 14412 |
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 | 346178 | -86830 | 362175 | 259018 | -572988 | 338243 |
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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) |
---|