Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111621.6269 | 52978.9702 | 58642.6567 | 133960.1064 | 89459.528 | 44500.5784 |
Total P&L (%) | 111.6216 | 52.979 | 58.6427 | 133.9601 | 89.4595 | 44.5006 |
Avg Daily Profit (%) | 0.4286 | 0.2034 | 0.2252 | 0.3269 | 0.2457 | 0.1415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41673 | -18559 | -33917 | -123519 | -54326 | -99209 |
Profit Factor | 1.4674 | 1.5518 | 1.4107 | 1.2647 | 1.4545 | 1.1439 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 45.8333 | 43.3333 | 48.3333 | 45.8333 | 43.3333 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.7342 | 2.0293 | 1.5079 | 1.4946 | 1.902 | 1.2228 |
Largest Winning Trade | 25520 | 25520 | 22998 | 48006 | 38664 | 48006 |
Largest Losing Trade | -11584 | -9314 | -11584 | -28994 | -23274 | -28994 |
Avg Bars in Trades | 205 | 102 | 308 | 205 | 102 | 308 |
Avg Bars in Winners | 278 | 134 | 407 | 278 | 134 | 407 |
Avg Bars in Losers | 143 | 78 | 214 | 143 | 78 | 214 |
Bars Traded | 24641 | 6161 | 18480 | 24641 | 6161 | 18480 |
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 | 327443 | -163919 | -162273 | 211552 | -163017 | -239508 |
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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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