Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109197.9688 | 70501.039 | 38696.9298 | 102122.0035 | 69557.9593 | 32564.0442 |
Total P&L (%) | 109.198 | 70.501 | 38.6969 | 102.122 | 69.558 | 32.564 |
Avg Daily Profit (%) | 0.4193 | 0.2707 | 0.1486 | 0.2706 | 0.203 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34035 | -24603 | -15671 | -89826 | -55673 | -38836 |
Profit Factor | 1.6047 | 1.7208 | 1.4676 | 1.3269 | 1.4209 | 1.2213 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 42.1053 | 33.3333 | 50.8772 | 42.1053 | 33.3333 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.2065 | 3.4416 | 1.417 | 1.8245 | 2.8418 | 1.1792 |
Largest Winning Trade | 92545 | 92545 | 15755 | 126164 | 126164 | 22861 |
Largest Losing Trade | -9271 | -6985 | -9271 | -19910 | -17923 | -19910 |
Avg Bars in Trades | 214 | 190 | 238 | 214 | 190 | 238 |
Avg Bars in Winners | 347 | 341 | 351 | 347 | 341 | 351 |
Avg Bars in Losers | 118 | 115 | 122 | 118 | 115 | 122 |
Bars Traded | 24488 | 10875 | 13613 | 24488 | 10875 | 13613 |
Profit Streak | 0 | 0 | 8.3314 | 0 | 0 | 8.3314 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301324 | -176723 | -176576 | 195147 | -178659 | -232344 |
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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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