Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120291.7903 | 61411.0134 | 58880.7769 | 157822.3584 | 87959.2088 | 69863.1496 |
Total P&L (%) | 120.2918 | 61.411 | 58.8808 | 157.8224 | 87.9592 | 69.8632 |
Avg Daily Profit (%) | 0.4619 | 0.2358 | 0.2261 | 0.3643 | 0.2426 | 0.2037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28401 | -29316 | -28687 | -55266 | -42887 | -55899 |
Profit Factor | 1.5405 | 1.5931 | 1.4948 | 1.4183 | 1.5088 | 1.3418 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Profitability (%) | 48.2759 | 51.3889 | 45.2055 | 48.2759 | 51.3889 | 45.2055 |
Ratio Avg Win / Avg Loss | 1.6506 | 1.507 | 1.8118 | 1.5197 | 1.4273 | 1.6265 |
Largest Winning Trade | 36778 | 36778 | 20107 | 44660 | 44660 | 27408 |
Largest Losing Trade | -11205 | -11205 | -9708 | -19003 | -17233 | -19003 |
Avg Bars in Trades | 169 | 155 | 182 | 169 | 155 | 182 |
Avg Bars in Winners | 223 | 191 | 258 | 223 | 191 | 258 |
Avg Bars in Losers | 118 | 117 | 120 | 118 | 117 | 120 |
Bars Traded | 24541 | 11207 | 13334 | 24541 | 11207 | 13334 |
Profit Streak | 0 | 7.231 | 0 | 0 | 7.231 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390319 | -69184 | -65730 | 333419 | -70180 | -66124 |
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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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