Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134766.5372 | 52196.203 | 82570.3342 | 144865.4431 | 32896.5075 | 111968.9356 |
Total P&L (%) | 134.7665 | 52.1962 | 82.5703 | 144.8654 | 32.8965 | 111.9689 |
Avg Daily Profit (%) | 0.2036 | 0.0788 | 0.1247 | 0.1354 | 0.043 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61128 | -48303 | -39055 | -122877 | -96877 | -76199 |
Profit Factor | 1.3852 | 1.3177 | 1.4449 | 1.2856 | 1.1322 | 1.4332 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 51.0638 | 47.1429 | 54.9296 | 51.0638 | 47.1429 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.3275 | 1.4774 | 1.1856 | 1.232 | 1.2694 | 1.1759 |
Largest Winning Trade | 30358 | 30358 | 22463 | 49875 | 46895 | 49875 |
Largest Losing Trade | -13524 | -12449 | -13524 | -28382 | -27613 | -28382 |
Avg Bars in Trades | 110 | 116 | 105 | 110 | 116 | 105 |
Avg Bars in Winners | 133 | 132 | 134 | 133 | 132 | 134 |
Avg Bars in Losers | 86 | 101 | 69 | 86 | 101 | 69 |
Bars Traded | 15583 | 8122 | 7461 | 15583 | 8122 | 7461 |
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 | 311284 | -184374 | -111713 | -11949 | -309165 | -126689 |
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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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