Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53065.9444 | 143.5353 | 52922.4091 | 59440.5046 | -4851.6211 | 64292.1257 |
Total P&L (%) | 53.0659 | 0.1435 | 52.9224 | 59.4405 | -4.8516 | 64.2921 |
Avg Daily Profit (%) | 0.6113 | 0.0017 | 0.6096 | 0.5388 | -0.0573 | 0.5736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28370 | -18726 | -17386 | -34865 | -26814 | -17828 |
Profit Factor | 1.4398 | 1.0022 | 1.9544 | 1.3909 | 0.942 | 1.9388 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 53.9568 | 50.7246 | 57.1429 | 53.9568 | 50.7246 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2286 | 0.9736 | 1.4658 | 1.1869 | 0.915 | 1.4541 |
Largest Winning Trade | 17295 | 7192 | 17295 | 23748 | 9512 | 23748 |
Largest Losing Trade | -7698 | -7698 | -6903 | -10540 | -10540 | -7102 |
Avg Bars in Trades | 178 | 189 | 166 | 178 | 189 | 166 |
Avg Bars in Winners | 180 | 180 | 179 | 180 | 180 | 179 |
Avg Bars in Losers | 175 | 199 | 149 | 175 | 199 | 149 |
Bars Traded | 24760 | 13095 | 11665 | 24760 | 13095 | 11665 |
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 | 355676 | -679685 | -82616 | 337921 | -684311 | -82196 |
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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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