Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123676.0257 | 84188.5785 | 39487.4472 | 130994.7262 | 108460.5875 | 22534.1387 |
Total P&L (%) | 123.676 | 84.1886 | 39.4874 | 130.9947 | 108.4606 | 22.5341 |
Avg Daily Profit (%) | 0.4749 | 0.3233 | 0.1516 | 0.322 | 0.2825 | 0.0781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45246 | -37762 | -43052 | -95479 | -61641 | -55974 |
Profit Factor | 1.4812 | 1.6374 | 1.316 | 1.2585 | 1.4371 | 1.0871 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 50 | 49.1525 | 50.8475 | 50 | 49.1525 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.4812 | 1.6939 | 1.2722 | 1.2585 | 1.4866 | 1.0509 |
Largest Winning Trade | 55007 | 55007 | 21397 | 51019 | 51019 | 35813 |
Largest Losing Trade | -19060 | -15920 | -19060 | -38249 | -38249 | -26357 |
Avg Bars in Trades | 207 | 195 | 218 | 207 | 195 | 218 |
Avg Bars in Winners | 271 | 266 | 275 | 271 | 266 | 275 |
Avg Bars in Losers | 143 | 127 | 159 | 143 | 127 | 159 |
Bars Traded | 24460 | 11559 | 12901 | 24460 | 11559 | 12901 |
Profit Streak | 0 | 0 | 6.8576 | 0 | 0 | 6.8576 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362863 | -166630 | -171687 | 266826 | -169157 | -395406 |
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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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