Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75046.4113 | 35458.9786 | 39587.4327 | 85198.2095 | 28175.0165 | 57023.193 |
Total P&L (%) | 75.0464 | 35.459 | 39.5874 | 85.1982 | 28.175 | 57.0232 |
Avg Daily Profit (%) | 0.1635 | 0.0772 | 0.0862 | 0.1343 | 0.0541 | 0.0983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34084 | -27484 | -20190 | -79033 | -63942 | -34222 |
Profit Factor | 1.4149 | 1.3721 | 1.4625 | 1.2698 | 1.1602 | 1.4076 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 247 | 131 | 116 | 247 | 131 | 116 |
Losing Trades | 123 | 54 | 69 | 123 | 54 | 69 |
Profitability (%) | 66.7568 | 70.8108 | 62.7027 | 66.7568 | 70.8108 | 62.7027 |
Ratio Avg Win / Avg Loss | 0.7046 | 0.5656 | 0.87 | 0.6323 | 0.4782 | 0.8373 |
Largest Winning Trade | 8030 | 8030 | 7090 | 8456 | 8456 | 8377 |
Largest Losing Trade | -26428 | -26428 | -20190 | -60467 | -60467 | -34222 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 50 | 60 | 43 | 50 | 60 | 43 |
Bars Traded | 10510 | 5245 | 5265 | 10510 | 5245 | 5265 |
Profit Streak | 0 | 599.8641 | 0 | 0 | 599.8641 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361712 | -89615 | -79105 | -11851 | -166014 | -61908 |
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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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