Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344173.9762 | 304103.309 | 40070.6671 | 154125.117 | 86563.6683 | 67561.4487 |
Total P&L (%) | 344.174 | 304.1033 | 40.0707 | 154.1251 | 86.5637 | 67.5614 |
Avg Daily Profit (%) | 0.3195 | 0.2823 | 0.0372 | 0.0866 | 0.0579 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97865 | -88067 | -57641 | -293516 | -257509 | -147480 |
Profit Factor | 1.6159 | 2.0237 | 1.1531 | 1.1079 | 1.1094 | 1.1061 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 47.619 | 46.0317 | 49.2063 | 47.619 | 46.0317 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.7775 | 2.3726 | 1.1903 | 1.2187 | 1.3007 | 1.1418 |
Largest Winning Trade | 295771 | 295771 | 35977 | 262282 | 262282 | 80936 |
Largest Losing Trade | -37231 | -37231 | -36779 | -96107 | -96107 | -87132 |
Avg Bars in Trades | 24 | 32 | 16 | 24 | 32 | 16 |
Avg Bars in Winners | 24 | 30 | 19 | 24 | 30 | 19 |
Avg Bars in Losers | 23 | 33 | 13 | 23 | 33 | 13 |
Bars Traded | 3035 | 2022 | 1013 | 3035 | 2022 | 1013 |
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 | 409938 | -136053 | -344268 | -179427 | -364022 | -379544 |
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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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