Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115458.495 | 56979.2581 | 58479.2368 | 129585.765 | 45147.5909 | 84438.1741 |
Total P&L (%) | 115.4585 | 56.9793 | 58.4792 | 129.5858 | 45.1476 | 84.4382 |
Avg Daily Profit (%) | 0.4434 | 0.2188 | 0.2246 | 0.3197 | 0.1432 | 0.2353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41784 | -52074 | -24769 | -84760 | -78934 | -46252 |
Profit Factor | 1.5287 | 1.4425 | 1.6526 | 1.3304 | 1.1918 | 1.5384 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 43.1579 | 36.1702 | 50 | 43.1579 | 36.1702 | 50 |
Ratio Avg Win / Avg Loss | 2.0134 | 2.5455 | 1.6526 | 1.7522 | 2.1031 | 1.5384 |
Largest Winning Trade | 41439 | 41439 | 18555 | 60636 | 60636 | 22039 |
Largest Losing Trade | -13115 | -13115 | -11227 | -21685 | -21685 | -19720 |
Avg Bars in Trades | 257 | 280 | 234 | 257 | 280 | 234 |
Avg Bars in Winners | 349 | 390 | 320 | 349 | 390 | 320 |
Avg Bars in Losers | 187 | 218 | 149 | 187 | 218 | 149 |
Bars Traded | 24464 | 13194 | 11270 | 24464 | 13194 | 11270 |
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 | 305653 | 82317 | 319892 | 223961 | -18825 | 333643 |
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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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