Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96864.81 | 46182.9103 | 50681.8997 | 99383.2682 | 57782.8195 | 41600.4488 |
Total P&L (%) | 96.8648 | 46.1829 | 50.6819 | 99.3833 | 57.7828 | 41.6004 |
Avg Daily Profit (%) | 0.372 | 0.1773 | 0.1946 | 0.2653 | 0.1753 | 0.1337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72282 | -32463 | -64276 | -228948 | -115399 | -174253 |
Profit Factor | 1.2717 | 1.2487 | 1.2967 | 1.1151 | 1.129 | 1.1001 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 51.3636 | 50 | 52.7273 | 51.3636 | 50 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.2042 | 1.2487 | 1.1626 | 1.0559 | 1.129 | 0.9863 |
Largest Winning Trade | 18762 | 18762 | 14369 | 48407 | 48407 | 32934 |
Largest Losing Trade | -16544 | -13255 | -16544 | -37312 | -29497 | -37312 |
Avg Bars in Trades | 112 | 118 | 105 | 112 | 118 | 105 |
Avg Bars in Winners | 109 | 102 | 116 | 109 | 102 | 116 |
Avg Bars in Losers | 114 | 134 | 93 | 114 | 134 | 93 |
Bars Traded | 24688 | 13032 | 11656 | 24688 | 13032 | 11656 |
Profit Streak | 0 | 4.9789 | 0 | 0 | 4.9789 | 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 | 321646 | 164372 | 181718 | -85823 | -73044 | -130034 |
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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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