Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109029.0294 | 51412.2301 | 57616.7993 | 77598.731 | 46002.3414 | 31596.3896 |
Total P&L (%) | 109.029 | 51.4122 | 57.6168 | 77.5987 | 46.0023 | 31.5964 |
Avg Daily Profit (%) | 0.4187 | 0.1974 | 0.2212 | 0.2208 | 0.1454 | 0.1055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42966 | -44678 | -28738 | -62864 | -48818 | -42865 |
Profit Factor | 1.2806 | 1.2732 | 1.2876 | 1.1606 | 1.196 | 1.1272 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 45.6989 | 40.8602 | 50.5376 | 45.6989 | 40.8602 | 50.5376 |
Ratio Avg Win / Avg Loss | 1.5217 | 1.8428 | 1.2602 | 1.3791 | 1.731 | 1.1032 |
Largest Winning Trade | 57315 | 57315 | 24481 | 83692 | 83692 | 28948 |
Largest Losing Trade | -18470 | -16456 | -18470 | -42865 | -15426 | -42865 |
Avg Bars in Trades | 132 | 121 | 142 | 132 | 121 | 142 |
Avg Bars in Winners | 165 | 154 | 174 | 165 | 154 | 174 |
Avg Bars in Losers | 104 | 99 | 109 | 104 | 99 | 109 |
Bars Traded | 24570 | 11317 | 13253 | 24570 | 11317 | 13253 |
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 | 305007 | 76880 | 192720 | -38171 | -9704 | -137391 |
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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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