Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109088.137 | 58361.5569 | 50726.5801 | 156362.4135 | 67716.4271 | 88645.9864 |
Total P&L (%) | 109.0881 | 58.3616 | 50.7266 | 156.3624 | 67.7164 | 88.646 |
Avg Daily Profit (%) | 0.2376 | 0.1271 | 0.1105 | 0.2053 | 0.1127 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37736 | -27849 | -25440 | -77737 | -61660 | -29812 |
Profit Factor | 1.4005 | 1.449 | 1.3563 | 1.3946 | 1.3386 | 1.4517 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 205 | 107 | 98 | 205 | 107 | 98 |
Losing Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Profitability (%) | 69.2568 | 72.2973 | 66.2162 | 69.2568 | 72.2973 | 66.2162 |
Ratio Avg Win / Avg Loss | 0.6217 | 0.5552 | 0.692 | 0.6191 | 0.5129 | 0.7407 |
Largest Winning Trade | 13858 | 8983 | 13858 | 25261 | 18076 | 25261 |
Largest Losing Trade | -14744 | -12690 | -14744 | -28697 | -28697 | -25971 |
Avg Bars in Trades | 36 | 31 | 40 | 36 | 31 | 40 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 62 | 52 | 69 | 62 | 52 | 69 |
Bars Traded | 10684 | 4701 | 5983 | 10684 | 4701 | 5983 |
Profit Streak | 0 | 613.6291 | 0 | 0 | 613.6291 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369134 | -21422 | -46826 | 357882 | -40705 | -7818 |
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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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