Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90155.168 | 37805.5216 | 52349.6464 | 101274.0923 | 51432.8137 | 49841.2785 |
Total P&L (%) | 90.1552 | 37.8055 | 52.3496 | 101.2741 | 51.4328 | 49.8413 |
Avg Daily Profit (%) | 0.3462 | 0.1452 | 0.201 | 0.269 | 0.1595 | 0.1554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35304 | -24658 | -38135 | -56844 | -32953 | -57606 |
Profit Factor | 1.5138 | 1.5153 | 1.5127 | 1.3982 | 1.4934 | 1.3321 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 46.5517 | 50 | 43.1034 | 46.5517 | 50 | 43.1034 |
Ratio Avg Win / Avg Loss | 1.738 | 1.5153 | 1.9968 | 1.6053 | 1.4934 | 1.7583 |
Largest Winning Trade | 30336 | 20043 | 30336 | 31399 | 25180 | 31399 |
Largest Losing Trade | -16183 | -6401 | -16183 | -26297 | -8731 | -26297 |
Avg Bars in Trades | 207 | 87 | 327 | 207 | 87 | 327 |
Avg Bars in Winners | 324 | 121 | 558 | 324 | 121 | 558 |
Avg Bars in Losers | 106 | 54 | 151 | 106 | 54 | 151 |
Bars Traded | 24072 | 5091 | 18981 | 24072 | 5091 | 18981 |
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 | 321964 | -180602 | -175185 | 272771 | -174148 | -176849 |
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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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