Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47881.2323 | -2002.5097 | 49883.7421 | 39385.3086 | -33761.651 | 73146.9597 |
Total P&L (%) | 47.8812 | -2.0025 | 49.8837 | 39.3853 | -33.7617 | 73.147 |
Avg Daily Profit (%) | 0.5516 | -0.0231 | 0.5746 | 0.3833 | -0.4734 | 0.6344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57449 | -52837 | -17633 | -119177 | -110946 | -32791 |
Profit Factor | 1.253 | 0.9846 | 1.8417 | 1.1061 | 0.8672 | 1.6257 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 59.7156 | 58.4906 | 60.9524 | 59.7156 | 58.4906 | 60.9524 |
Ratio Avg Win / Avg Loss | 0.8453 | 0.6987 | 1.1798 | 0.7462 | 0.6154 | 1.0414 |
Largest Winning Trade | 8742 | 8119 | 8742 | 16368 | 16368 | 11523 |
Largest Losing Trade | -26182 | -26182 | -9168 | -45860 | -45860 | -20095 |
Avg Bars in Trades | 115 | 117 | 114 | 115 | 117 | 114 |
Avg Bars in Winners | 87 | 86 | 89 | 87 | 86 | 89 |
Avg Bars in Losers | 157 | 161 | 152 | 157 | 161 | 152 |
Bars Traded | 24454 | 12443 | 12011 | 24454 | 12443 | 12011 |
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 | 275453 | -581895 | 398216 | -98112 | -581895 | 449966 |
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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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