Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150616.1688 | 73011.7367 | 77604.4321 | 214675.4555 | 140840.317 | 73835.1386 |
Total P&L (%) | 150.6162 | 73.0117 | 77.6044 | 214.6755 | 140.8403 | 73.8351 |
Avg Daily Profit (%) | 0.5784 | 0.2804 | 0.298 | 0.4412 | 0.3381 | 0.2126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36058 | -45649 | -26908 | -65371 | -41431 | -65058 |
Profit Factor | 1.4965 | 1.464 | 1.5316 | 1.4242 | 1.5858 | 1.2779 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 48.4663 | 48.1481 | 48.7805 | 48.4663 | 48.1481 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.5912 | 1.5766 | 1.6082 | 1.5143 | 1.7078 | 1.3418 |
Largest Winning Trade | 46419 | 46419 | 19421 | 46871 | 46871 | 32383 |
Largest Losing Trade | -15202 | -12286 | -15202 | -47669 | -17169 | -47669 |
Avg Bars in Trades | 151 | 161 | 140 | 151 | 161 | 140 |
Avg Bars in Winners | 201 | 212 | 189 | 201 | 212 | 189 |
Avg Bars in Losers | 104 | 114 | 94 | 104 | 114 | 94 |
Bars Traded | 24646 | 13087 | 11559 | 24646 | 13087 | 11559 |
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 | 436062 | -3568 | 170681 | 377936 | -2330 | 48575 |
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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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