Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104543.5063 | 42652.6843 | 61890.822 | 124940.302 | 35097.0116 | 89843.2904 |
Total P&L (%) | 104.5435 | 42.6527 | 61.8908 | 124.9403 | 35.097 | 89.8433 |
Avg Daily Profit (%) | 1.2043 | 0.4913 | 0.7129 | 0.9382 | 0.3471 | 0.7412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36948 | -31298 | -17376 | -60497 | -49252 | -26691 |
Profit Factor | 1.5091 | 1.4117 | 1.6082 | 1.4289 | 1.234 | 1.6359 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 38.8571 | 36.7816 | 40.9091 | 38.8571 | 36.7816 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.3746 | 2.4264 | 2.3229 | 2.2484 | 2.1209 | 2.363 |
Largest Winning Trade | 34954 | 34954 | 30558 | 55172 | 43913 | 55172 |
Largest Losing Trade | -9510 | -6031 | -9510 | -13203 | -10420 | -13203 |
Avg Bars in Trades | 140 | 131 | 150 | 140 | 131 | 150 |
Avg Bars in Winners | 232 | 219 | 244 | 232 | 219 | 244 |
Avg Bars in Losers | 82 | 79 | 85 | 82 | 79 | 85 |
Bars Traded | 24620 | 11400 | 13220 | 24620 | 11400 | 13220 |
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 | 367543 | 93377 | 313481 | 341591 | -396 | 343551 |
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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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