Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103672.4214 | 48795.666 | 54876.7554 | 121917.114 | 64595.4215 | 57321.6925 |
Total P&L (%) | 103.6724 | 48.7957 | 54.8768 | 121.9171 | 64.5954 | 57.3217 |
Avg Daily Profit (%) | 0.3981 | 0.1874 | 0.2107 | 0.3066 | 0.1915 | 0.1741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34800 | -19113 | -37704 | -55467 | -29368 | -57480 |
Profit Factor | 1.5012 | 1.5907 | 1.4416 | 1.3669 | 1.487 | 1.2871 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 44.0299 | 44.7761 | 43.2836 | 44.0299 | 44.7761 | 43.2836 |
Ratio Avg Win / Avg Loss | 1.9083 | 1.9619 | 1.889 | 1.7376 | 1.8339 | 1.6866 |
Largest Winning Trade | 33802 | 21462 | 33802 | 36276 | 26980 | 36276 |
Largest Losing Trade | -12823 | -6037 | -12823 | -19595 | -8378 | -19595 |
Avg Bars in Trades | 181 | 76 | 285 | 181 | 76 | 285 |
Avg Bars in Winners | 286 | 95 | 484 | 286 | 95 | 484 |
Avg Bars in Losers | 98 | 61 | 133 | 98 | 61 | 133 |
Bars Traded | 24279 | 5151 | 19128 | 24279 | 5151 | 19128 |
Profit Streak | 0 | 6.9395 | 0 | 0 | 6.9395 | 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 | 301547 | -110655 | -112200 | 243847 | -110174 | -113294 |
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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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