Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118205.327 | 40954.2657 | 77251.0612 | 138190.76 | 66097.6498 | 72093.1102 |
Total P&L (%) | 118.2053 | 40.9543 | 77.2511 | 138.1908 | 66.0977 | 72.0931 |
Avg Daily Profit (%) | 0.4539 | 0.1573 | 0.2966 | 0.3338 | 0.195 | 0.2087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40777 | -34243 | -28573 | -69467 | -45947 | -67734 |
Profit Factor | 1.5004 | 1.3449 | 1.6576 | 1.3438 | 1.3565 | 1.333 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 46.875 | 45.8333 | 47.9167 | 46.875 | 45.8333 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.7004 | 1.5894 | 1.8017 | 1.523 | 1.6031 | 1.4489 |
Largest Winning Trade | 37600 | 37600 | 22208 | 37842 | 37613 | 37842 |
Largest Losing Trade | -14946 | -14946 | -11699 | -27577 | -17090 | -27577 |
Avg Bars in Trades | 255 | 275 | 234 | 255 | 275 | 234 |
Avg Bars in Winners | 321 | 332 | 310 | 321 | 332 | 310 |
Avg Bars in Losers | 196 | 228 | 163 | 196 | 228 | 163 |
Bars Traded | 24484 | 13245 | 11239 | 24484 | 13245 | 11239 |
Profit Streak | 0 | 0 | 25.1791 | 0 | 0 | 25.1791 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354808 | 131776 | 377753 | 283419 | 213531 | 247945 |
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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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