Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101937.9763 | 60533.5183 | 41404.458 | 120801.3817 | 75481.8635 | 45319.5182 |
Total P&L (%) | 101.938 | 60.5335 | 41.4045 | 120.8014 | 75.4819 | 45.3195 |
Avg Daily Profit (%) | 0.7338 | 0.4358 | 0.2981 | 0.5718 | 0.4057 | 0.2694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42355 | -22208 | -41409 | -57147 | -27955 | -52780 |
Profit Factor | 1.322 | 1.4182 | 1.241 | 1.288 | 1.3931 | 1.1992 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Profitability (%) | 47.1698 | 46.9697 | 47.3684 | 47.1698 | 46.9697 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.4806 | 1.6012 | 1.3789 | 1.4425 | 1.5729 | 1.3325 |
Largest Winning Trade | 22559 | 22559 | 13439 | 32787 | 32787 | 14265 |
Largest Losing Trade | -14992 | -14992 | -12750 | -18767 | -18212 | -18767 |
Avg Bars in Trades | 49 | 50 | 47 | 49 | 50 | 47 |
Avg Bars in Winners | 62 | 69 | 55 | 62 | 69 | 55 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 12994 | 6625 | 6369 | 12994 | 6625 | 6369 |
Profit Streak | 0 | 138.6897 | 0 | 0 | 138.6897 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392636 | 299839 | 110841 | 335310 | 307780 | 75605 |
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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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