Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95876.5275 | 67518.639 | 28357.8885 | 108765.4496 | 97234.185 | 11531.2646 |
Total P&L (%) | 95.8765 | 67.5186 | 28.3579 | 108.7655 | 97.2342 | 11.5313 |
Avg Daily Profit (%) | 0.3682 | 0.2593 | 0.1089 | 0.283 | 0.2612 | 0.0419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48116 | -16739 | -44633 | -117005 | -31050 | -106901 |
Profit Factor | 1.4652 | 1.6811 | 1.2651 | 1.2536 | 1.4931 | 1.0498 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 51.2605 | 52.5424 | 50 | 51.2605 | 52.5424 | 50 |
Ratio Avg Win / Avg Loss | 1.3931 | 1.5184 | 1.2651 | 1.192 | 1.3486 | 1.0498 |
Largest Winning Trade | 40163 | 40163 | 13554 | 41509 | 41509 | 27643 |
Largest Losing Trade | -9153 | -8237 | -9153 | -21886 | -16025 | -21886 |
Avg Bars in Trades | 207 | 210 | 203 | 207 | 210 | 203 |
Avg Bars in Winners | 255 | 268 | 243 | 255 | 268 | 243 |
Avg Bars in Losers | 155 | 147 | 163 | 155 | 147 | 163 |
Bars Traded | 24643 | 12429 | 12214 | 24643 | 12429 | 12214 |
Profit Streak | 0 | 17.1605 | 0 | 0 | 17.1605 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332475 | -165120 | -221578 | 259734 | -166860 | -591416 |
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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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