Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142517.7473 | 46938.3404 | 95579.407 | 198303.9983 | 68599.6499 | 129704.3484 |
Total P&L (%) | 142.5177 | 46.9383 | 95.5794 | 198.304 | 68.5997 | 129.7043 |
Avg Daily Profit (%) | 0.5473 | 0.1802 | 0.367 | 0.4206 | 0.2008 | 0.3199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49010 | -47280 | -19781 | -57063 | -54669 | -24280 |
Profit Factor | 1.4371 | 1.2798 | 1.6036 | 1.4121 | 1.2781 | 1.553 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 42.3077 | 40.3846 | 44.2308 | 42.3077 | 40.3846 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.9596 | 1.8893 | 2.0219 | 1.9255 | 1.8867 | 1.9581 |
Largest Winning Trade | 45235 | 45235 | 24856 | 49867 | 49867 | 31175 |
Largest Losing Trade | -9788 | -9788 | -7213 | -20603 | -20603 | -15297 |
Avg Bars in Trades | 118 | 120 | 117 | 118 | 120 | 117 |
Avg Bars in Winners | 186 | 190 | 183 | 186 | 190 | 183 |
Avg Bars in Losers | 69 | 73 | 64 | 69 | 73 | 64 |
Bars Traded | 24738 | 12534 | 12204 | 24738 | 12534 | 12204 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335648 | 54237 | 294032 | 291164 | 114601 | 268929 |
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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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