Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111893.006 | 54708.0902 | 57184.9158 | 128412.1916 | 56147.3655 | 72264.8261 |
Total P&L (%) | 111.893 | 54.7081 | 57.1849 | 128.4122 | 56.1474 | 72.2648 |
Avg Daily Profit (%) | 0.4297 | 0.2101 | 0.2196 | 0.3177 | 0.1713 | 0.2091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50782 | -39971 | -29543 | -133362 | -92663 | -70408 |
Profit Factor | 1.4563 | 1.3922 | 1.5408 | 1.246 | 1.1911 | 1.3166 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
Losing Trades | 65 | 40 | 25 | 65 | 40 | 25 |
Profitability (%) | 50.3817 | 38.4615 | 62.1212 | 50.3817 | 38.4615 | 62.1212 |
Ratio Avg Win / Avg Loss | 1.4342 | 2.2275 | 0.9395 | 1.2271 | 1.9057 | 0.8028 |
Largest Winning Trade | 33379 | 33379 | 18726 | 63722 | 63722 | 43003 |
Largest Losing Trade | -11587 | -11221 | -11587 | -32888 | -32888 | -25915 |
Avg Bars in Trades | 184 | 178 | 189 | 184 | 178 | 189 |
Avg Bars in Winners | 225 | 222 | 227 | 225 | 222 | 227 |
Avg Bars in Losers | 141 | 150 | 127 | 141 | 150 | 127 |
Bars Traded | 24134 | 11602 | 12532 | 24134 | 11602 | 12532 |
Profit Streak | 0 | 7.5245 | 0 | 0 | 7.5245 | 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 | 346463 | -128716 | -117181 | 265736 | -139947 | -117787 |
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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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