Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121280.0632 | 54465.8193 | 66814.2439 | 159236.2404 | 97742.303 | 61493.9373 |
Total P&L (%) | 121.2801 | 54.4658 | 66.8142 | 159.2362 | 97.7423 | 61.4939 |
Avg Daily Profit (%) | 0.4657 | 0.2091 | 0.2566 | 0.3665 | 0.2621 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37359 | -57886 | -22208 | -60717 | -57182 | -61166 |
Profit Factor | 1.515 | 1.41 | 1.6509 | 1.4184 | 1.4648 | 1.361 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 49.1379 | 46.5517 | 51.7241 | 49.1379 | 46.5517 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.5682 | 1.6189 | 1.5408 | 1.4681 | 1.6818 | 1.2703 |
Largest Winning Trade | 20290 | 20290 | 16785 | 41460 | 41460 | 21781 |
Largest Losing Trade | -16683 | -14686 | -16683 | -34345 | -21208 | -34345 |
Avg Bars in Trades | 213 | 233 | 192 | 213 | 233 | 192 |
Avg Bars in Winners | 262 | 266 | 259 | 262 | 266 | 259 |
Avg Bars in Losers | 165 | 204 | 121 | 165 | 204 | 121 |
Bars Traded | 24716 | 13545 | 11171 | 24716 | 13545 | 11171 |
Profit Streak | 0 | 0 | 11.7437 | 0 | 0 | 11.7437 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395214 | -174261 | -169120 | 303417 | -172437 | -172763 |
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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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