Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130420.5707 | 86776.1193 | 43644.4514 | 185847.3628 | 149630.3068 | 36217.056 |
Total P&L (%) | 130.4206 | 86.7761 | 43.6445 | 185.8474 | 149.6303 | 36.2171 |
Avg Daily Profit (%) | 0.5008 | 0.3332 | 0.1676 | 0.4041 | 0.3519 | 0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39956 | -30658 | -30890 | -53653 | -34407 | -39473 |
Profit Factor | 1.5041 | 1.7725 | 1.2982 | 1.4586 | 1.9022 | 1.1513 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 50.365 | 53.6232 | 47.0588 | 50.365 | 53.6232 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.4823 | 1.533 | 1.4605 | 1.4375 | 1.6451 | 1.2952 |
Largest Winning Trade | 18745 | 16340 | 18745 | 24093 | 22932 | 24093 |
Largest Losing Trade | -19929 | -11613 | -19929 | -30047 | -17305 | -30047 |
Avg Bars in Trades | 179 | 182 | 176 | 179 | 182 | 176 |
Avg Bars in Winners | 220 | 210 | 231 | 220 | 210 | 231 |
Avg Bars in Losers | 137 | 148 | 128 | 137 | 148 | 128 |
Bars Traded | 24562 | 12560 | 12002 | 24562 | 12560 | 12002 |
Profit Streak | 0 | 0 | 12.03 | 0 | 0 | 12.03 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379371 | -90485 | -105392 | 339613 | -90075 | -202021 |
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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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