Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92655.7614 | 54681.18 | 37974.5814 | 97536.1549 | 72565.4665 | 24970.6884 |
Total P&L (%) | 92.6558 | 54.6812 | 37.9746 | 97.5362 | 72.5655 | 24.9707 |
Avg Daily Profit (%) | 0.667 | 0.3936 | 0.2734 | 0.4913 | 0.3935 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42063 | -21368 | -44330 | -75562 | -34428 | -89946 |
Profit Factor | 1.3379 | 1.4278 | 1.2595 | 1.2257 | 1.375 | 1.1047 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 53.6036 | 52.2523 | 54.955 | 53.6036 | 52.2523 | 54.955 |
Ratio Avg Win / Avg Loss | 1.1581 | 1.3047 | 1.0323 | 1.0609 | 1.2565 | 0.9055 |
Largest Winning Trade | 24442 | 24442 | 11549 | 34030 | 34030 | 15780 |
Largest Losing Trade | -23495 | -14798 | -23495 | -40587 | -18052 | -40587 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Losers | 59 | 58 | 61 | 59 | 58 | 61 |
Bars Traded | 13038 | 6507 | 6531 | 13038 | 6507 | 6531 |
Profit Streak | 0 | 0 | 128.8298 | 0 | 0 | 128.8298 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423942 | 265381 | 174656 | 345180 | 290493 | -104176 |
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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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