Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139641.502 | 67567.5419 | 72073.9601 | 188969.7872 | 103573.6231 | 85396.1641 |
Total P&L (%) | 139.6415 | 67.5675 | 72.074 | 188.9698 | 103.5736 | 85.3962 |
Avg Daily Profit (%) | 0.5362 | 0.2595 | 0.2768 | 0.4083 | 0.2733 | 0.2373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48196 | -30001 | -53859 | -124438 | -45174 | -101858 |
Profit Factor | 1.4752 | 1.4965 | 1.4568 | 1.3248 | 1.3857 | 1.2725 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 50.365 | 45.5882 | 55.0725 | 50.365 | 45.5882 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.4538 | 1.7861 | 1.1885 | 1.3056 | 1.654 | 1.0381 |
Largest Winning Trade | 27619 | 27619 | 22407 | 44067 | 44067 | 28386 |
Largest Losing Trade | -17610 | -14504 | -17610 | -35857 | -26716 | -35857 |
Avg Bars in Trades | 178 | 184 | 172 | 178 | 184 | 172 |
Avg Bars in Winners | 228 | 246 | 215 | 228 | 246 | 215 |
Avg Bars in Losers | 127 | 133 | 120 | 127 | 133 | 120 |
Bars Traded | 24446 | 12553 | 11893 | 24446 | 12553 | 11893 |
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 | 383896 | -102206 | -93098 | 311443 | -102602 | -94562 |
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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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