Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107888.1582 | 70950.1557 | 36938.0025 | 132410.888 | 106254.3715 | 26156.5165 |
Total P&L (%) | 107.8882 | 70.9502 | 36.938 | 132.4109 | 106.2544 | 26.1565 |
Avg Daily Profit (%) | 0.4143 | 0.2724 | 0.1418 | 0.3244 | 0.2784 | 0.0893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32782 | -19335 | -34008 | -81886 | -32113 | -83463 |
Profit Factor | 1.5192 | 1.6494 | 1.3748 | 1.3199 | 1.5049 | 1.1286 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 47.4138 | 50 | 44.8276 | 47.4138 | 50 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.6849 | 1.6494 | 1.6921 | 1.4639 | 1.5049 | 1.389 |
Largest Winning Trade | 36781 | 36781 | 14175 | 40825 | 40825 | 25900 |
Largest Losing Trade | -9978 | -9978 | -9204 | -21718 | -15550 | -21718 |
Avg Bars in Trades | 212 | 215 | 210 | 212 | 215 | 210 |
Avg Bars in Winners | 266 | 280 | 251 | 266 | 280 | 251 |
Avg Bars in Losers | 164 | 150 | 177 | 164 | 150 | 177 |
Bars Traded | 24707 | 12505 | 12202 | 24707 | 12505 | 12202 |
Profit Streak | 0 | 0 | 12.6831 | 0 | 0 | 12.6831 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356174 | -170086 | -186908 | 244670 | -170712 | -338724 |
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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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