Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119897.071 | 51094.4637 | 68802.6074 | 142651.5123 | 80412.7912 | 62238.7211 |
Total P&L (%) | 119.8971 | 51.0945 | 68.8026 | 142.6515 | 80.4128 | 62.2387 |
Avg Daily Profit (%) | 0.4604 | 0.1962 | 0.2642 | 0.341 | 0.2268 | 0.186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33872 | -34541 | -37246 | -67531 | -51722 | -77127 |
Profit Factor | 1.4651 | 1.4546 | 1.4732 | 1.3317 | 1.4263 | 1.2577 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 52.1739 | 51.7241 | 52.6316 | 52.1739 | 51.7241 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.343 | 1.3576 | 1.3259 | 1.2207 | 1.3312 | 1.132 |
Largest Winning Trade | 30294 | 18063 | 30294 | 27816 | 26412 | 27816 |
Largest Losing Trade | -21347 | -12836 | -21347 | -33682 | -32412 | -33682 |
Avg Bars in Trades | 212 | 236 | 188 | 212 | 236 | 188 |
Avg Bars in Winners | 247 | 261 | 234 | 247 | 261 | 234 |
Avg Bars in Losers | 174 | 211 | 137 | 174 | 211 | 137 |
Bars Traded | 24480 | 13744 | 10736 | 24480 | 13744 | 10736 |
Profit Streak | 4.1154 | 5.5113 | 0 | 4.1154 | 5.5113 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360675 | -173164 | -171877 | 294570 | -171814 | -174300 |
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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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