Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105247.623 | 31682.8332 | 73564.7898 | 109024.4919 | 4759.3597 | 104265.1322 |
Total P&L (%) | 105.2476 | 31.6828 | 73.5648 | 109.0245 | 4.7594 | 104.2651 |
Avg Daily Profit (%) | 0.4041 | 0.1217 | 0.2825 | 0.2835 | 0.0179 | 0.2746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60417 | -39193 | -32403 | -159048 | -103362 | -81439 |
Profit Factor | 1.3424 | 1.1716 | 1.5992 | 1.1611 | 1.0116 | 1.3897 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 55.0218 | 53.0435 | 57.0175 | 55.0218 | 53.0435 | 57.0175 |
Ratio Avg Win / Avg Loss | 1.0973 | 1.0372 | 1.2055 | 0.9491 | 0.8955 | 1.0476 |
Largest Winning Trade | 26348 | 26348 | 11739 | 28581 | 28581 | 16826 |
Largest Losing Trade | -33120 | -33120 | -21663 | -53723 | -53723 | -53427 |
Avg Bars in Trades | 107 | 106 | 107 | 107 | 106 | 107 |
Avg Bars in Winners | 78 | 72 | 83 | 78 | 72 | 83 |
Avg Bars in Losers | 142 | 144 | 140 | 142 | 144 | 140 |
Bars Traded | 24535 | 12255 | 12280 | 24535 | 12255 | 12280 |
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 | 365853 | -66569 | 342046 | -36225 | -545428 | 293542 |
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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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