Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43508.9033 | 1154.9914 | 42353.9118 | 38339.0641 | -23347.9288 | 61686.993 |
Total P&L (%) | 43.5089 | 1.155 | 42.3539 | 38.3391 | -23.3479 | 61.687 |
Avg Daily Profit (%) | 0.5012 | 0.0133 | 0.4879 | 0.3745 | -0.3058 | 0.555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51725 | -45742 | -23043 | -105980 | -93445 | -45974 |
Profit Factor | 1.2292 | 1.0097 | 1.596 | 1.1026 | 0.8998 | 1.4385 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 58.2915 | 58 | 58.5859 | 58.2915 | 58 | 58.5859 |
Ratio Avg Win / Avg Loss | 0.8795 | 0.7312 | 1.1282 | 0.7889 | 0.6516 | 1.0169 |
Largest Winning Trade | 9574 | 9574 | 5780 | 20130 | 20130 | 11185 |
Largest Losing Trade | -19252 | -19252 | -9433 | -33763 | -33763 | -17190 |
Avg Bars in Trades | 123 | 127 | 119 | 123 | 127 | 119 |
Avg Bars in Winners | 104 | 99 | 109 | 104 | 99 | 109 |
Avg Bars in Losers | 149 | 164 | 133 | 149 | 164 | 133 |
Bars Traded | 24509 | 12705 | 11804 | 24509 | 12705 | 11804 |
Profit Streak | 0 | 0 | 3.9062 | 0 | 0 | 3.9062 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231835 | -553534 | 339556 | -102432 | -581975 | 378076 |
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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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