Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95850.3133 | 56460.3608 | 39389.9526 | 93059.272 | 78529.1446 | 14530.1274 |
Total P&L (%) | 95.8503 | 56.4604 | 39.39 | 93.0593 | 78.5291 | 14.5301 |
Avg Daily Profit (%) | 0.3681 | 0.2168 | 0.1513 | 0.2529 | 0.2228 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44462 | -43701 | -52768 | -135695 | -93423 | -137003 |
Profit Factor | 1.2102 | 1.2439 | 1.1755 | 1.0997 | 1.1762 | 1.0298 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Losing Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Profitability (%) | 50.3125 | 50.625 | 50 | 50.3125 | 50.625 | 50 |
Ratio Avg Win / Avg Loss | 1.1952 | 1.2132 | 1.1755 | 1.0861 | 1.1472 | 1.0298 |
Largest Winning Trade | 15240 | 15240 | 11068 | 32518 | 32518 | 24378 |
Largest Losing Trade | -12688 | -12688 | -10288 | -29823 | -24878 | -29823 |
Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Winners | 71 | 69 | 73 | 71 | 69 | 73 |
Avg Bars in Losers | 83 | 87 | 79 | 83 | 87 | 79 |
Bars Traded | 24737 | 12530 | 12207 | 24737 | 12530 | 12207 |
Profit Streak | 0 | 9.12 | 0 | 0 | 9.12 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320790 | 259357 | -23710 | -102425 | -18269 | -337017 |
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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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