Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219424.0218 | 58224.8757 | 161199.1461 | 103830.8659 | -19247.8711 | 123078.737 |
Total P&L (%) | 219.424 | 58.2249 | 161.1991 | 103.8309 | -19.2479 | 123.0787 |
Avg Daily Profit (%) | 0.2112 | 0.056 | 0.1552 | 0.0686 | -0.0206 | 0.0773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87597 | -86931 | -45834 | -148711 | -166238 | -58939 |
Profit Factor | 1.4273 | 1.1928 | 1.7622 | 1.1766 | 0.9446 | 1.5123 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 50.5263 | 43.75 | 57.4468 | 50.5263 | 43.75 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.3976 | 1.5336 | 1.3054 | 1.1521 | 1.2145 | 1.1202 |
Largest Winning Trade | 99295 | 99295 | 38698 | 99295 | 99295 | 31325 |
Largest Losing Trade | -39203 | -31862 | -39203 | -58939 | -44391 | -58939 |
Avg Bars in Trades | 125 | 115 | 135 | 125 | 115 | 135 |
Avg Bars in Winners | 145 | 138 | 152 | 145 | 138 | 152 |
Avg Bars in Losers | 104 | 97 | 114 | 104 | 97 | 114 |
Bars Traded | 11930 | 5544 | 6386 | 11930 | 5544 | 6386 |
Profit Streak | 0 | 0 | 20.1498 | 0 | 0 | 20.1498 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320411 | -128551 | 398507 | -127292 | -581453 | -86802 |
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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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