Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196697.2025 | 93339.9399 | 103357.2627 | 237562.103 | 124301.8981 | 113260.2049 |
Total P&L (%) | 196.6972 | 93.3399 | 103.3573 | 237.5621 | 124.3019 | 113.2602 |
Avg Daily Profit (%) | 0.2147 | 0.1019 | 0.1128 | 0.1329 | 0.0882 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53323 | -63276 | -38849 | -179633 | -141563 | -101280 |
Profit Factor | 1.557 | 1.561 | 1.5535 | 1.317 | 1.3362 | 1.2983 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 48.2759 | 44.4444 | 52.0548 | 48.2759 | 44.4444 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.6683 | 1.9513 | 1.4309 | 1.4111 | 1.6702 | 1.1958 |
Largest Winning Trade | 56010 | 56010 | 44485 | 98513 | 98513 | 85378 |
Largest Losing Trade | -23892 | -19817 | -23892 | -96286 | -96286 | -68591 |
Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Winners | 50 | 40 | 59 | 50 | 40 | 59 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 5167 | 2177 | 2991 | 5167 | 2177 | 2991 |
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 | 368124 | -135793 | -112445 | -15734 | -155391 | -154160 |
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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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