Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66937.9821 | 52435.8431 | 14502.139 | 32512.5677 | 67745.3825 | -35232.8148 |
Total P&L (%) | 66.938 | 52.4358 | 14.5021 | 32.5126 | 67.7454 | -35.2328 |
Avg Daily Profit (%) | 0.257 | 0.2014 | 0.0557 | 0.1082 | 0.1988 | -0.1667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48593 | -23774 | -62887 | -86839 | -25510 | -117897 |
Profit Factor | 1.2629 | 1.5083 | 1.0958 | 1.0861 | 1.5045 | 0.8553 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 57.7778 | 57.7778 | 57.7778 | 57.7778 | 57.7778 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.9229 | 1.1022 | 0.8008 | 0.7937 | 1.0994 | 0.625 |
Largest Winning Trade | 20138 | 13890 | 20138 | 22126 | 20322 | 22126 |
Largest Losing Trade | -38489 | -23774 | -38489 | -63988 | -25053 | -63988 |
Avg Bars in Trades | 268 | 239 | 297 | 268 | 239 | 297 |
Avg Bars in Winners | 201 | 175 | 227 | 201 | 175 | 227 |
Avg Bars in Losers | 359 | 326 | 393 | 359 | 326 | 393 |
Bars Traded | 24153 | 10762 | 13391 | 24153 | 10762 | 13391 |
Profit Streak | 0 | 15.0454 | 0 | 0 | 15.0454 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 214129 | 308495 | -261424 | -179170 | 343629 | -581099 |
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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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