Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112761.5664 | 59900.6784 | 52860.888 | 118971.4993 | 71888.5668 | 47082.9325 |
Total P&L (%) | 112.7616 | 59.9007 | 52.8609 | 118.9715 | 71.8886 | 47.0829 |
Avg Daily Profit (%) | 0.433 | 0.23 | 0.203 | 0.3014 | 0.2082 | 0.1483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31046 | -24379 | -18188 | -84051 | -61696 | -39506 |
Profit Factor | 1.609 | 1.6068 | 1.6115 | 1.3526 | 1.4029 | 1.2962 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 42.8571 | 33.8983 | 51.6667 | 42.8571 | 33.8983 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.1453 | 3.1332 | 1.5076 | 1.8035 | 2.7357 | 1.2125 |
Largest Winning Trade | 81998 | 81998 | 18603 | 133409 | 133409 | 20094 |
Largest Losing Trade | -10209 | -6702 | -10209 | -19125 | -14781 | -19125 |
Avg Bars in Trades | 204 | 184 | 225 | 204 | 184 | 225 |
Avg Bars in Winners | 320 | 306 | 330 | 320 | 306 | 330 |
Avg Bars in Losers | 118 | 121 | 112 | 118 | 121 | 112 |
Bars Traded | 24392 | 10877 | 13515 | 24392 | 10877 | 13515 |
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 | 316826 | -174369 | -160805 | 221291 | -175100 | -167011 |
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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) |
---|