Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84330.504 | 51014.7971 | 33315.7069 | 86227.6074 | 63944.8339 | 22282.7735 |
Total P&L (%) | 84.3305 | 51.0148 | 33.3157 | 86.2276 | 63.9448 | 22.2828 |
Avg Daily Profit (%) | 0.6071 | 0.3673 | 0.2398 | 0.4486 | 0.3565 | 0.1449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50309 | -47489 | -27685 | -51936 | -37517 | -45485 |
Profit Factor | 1.292 | 1.3425 | 1.2382 | 1.2713 | 1.4267 | 1.1326 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Profitability (%) | 51.2727 | 49.635 | 52.8986 | 51.2727 | 49.635 | 52.8986 |
Ratio Avg Win / Avg Loss | 1.2279 | 1.3623 | 1.1025 | 1.2082 | 1.4477 | 1.0085 |
Largest Winning Trade | 29790 | 29790 | 11458 | 20882 | 20882 | 12244 |
Largest Losing Trade | -19424 | -16806 | -19424 | -19295 | -12995 | -19295 |
Avg Bars in Trades | 46 | 50 | 43 | 46 | 50 | 43 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 46 | 52 | 38 | 46 | 52 | 38 |
Bars Traded | 12837 | 6865 | 5972 | 12837 | 6865 | 5972 |
Profit Streak | 127.54 | 0 | 127.592 | 127.54 | 0 | 127.592 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414883 | 216519 | 137674 | 361568 | 262772 | -80610 |
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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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