Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86070.1083 | 37269.5783 | 48800.53 | 82957.679 | 39797.1124 | 43160.5665 |
Total P&L (%) | 86.0701 | 37.2696 | 48.8005 | 82.9577 | 39.7971 | 43.1606 |
Avg Daily Profit (%) | 0.3305 | 0.1431 | 0.1874 | 0.2322 | 0.1287 | 0.1379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58937 | -64537 | -38766 | -69600 | -75770 | -35450 |
Profit Factor | 1.2504 | 1.2376 | 1.2611 | 1.2139 | 1.2295 | 1.2014 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 125 | 70 | 55 | 125 | 70 | 55 |
Losing Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Profitability (%) | 54.3478 | 60.8696 | 47.8261 | 54.3478 | 60.8696 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.0503 | 0.7956 | 1.3758 | 1.0197 | 0.7904 | 1.3106 |
Largest Winning Trade | 16165 | 16165 | 13450 | 18225 | 18225 | 16690 |
Largest Losing Trade | -19331 | -11835 | -19331 | -27651 | -16047 | -27651 |
Avg Bars in Trades | 107 | 107 | 106 | 107 | 107 | 106 |
Avg Bars in Winners | 121 | 100 | 148 | 121 | 100 | 148 |
Avg Bars in Losers | 90 | 119 | 68 | 90 | 119 | 68 |
Bars Traded | 24694 | 12409 | 12285 | 24694 | 12409 | 12285 |
Profit Streak | 10.19 | 10.5442 | 10.19 | 10.19 | 10.5442 | 10.19 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379751 | -5118 | 178924 | 341495 | -24121 | -12387 |
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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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