Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139636.5143 | 57819.1239 | 81817.3904 | 158419.9212 | 50162.5892 | 108257.332 |
Total P&L (%) | 139.6365 | 57.8191 | 81.8174 | 158.4199 | 50.1626 | 108.2573 |
Avg Daily Profit (%) | 0.2681 | 0.111 | 0.1571 | 0.1825 | 0.0781 | 0.141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53169 | -45870 | -38022 | -88439 | -72168 | -74398 |
Profit Factor | 1.3043 | 1.2711 | 1.3332 | 1.1885 | 1.123 | 1.2504 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 146 | 67 | 79 | 146 | 67 | 79 |
Losing Trades | 140 | 76 | 64 | 140 | 76 | 64 |
Profitability (%) | 51.049 | 46.8531 | 55.2448 | 51.049 | 46.8531 | 55.2448 |
Ratio Avg Win / Avg Loss | 1.2507 | 1.4418 | 1.0801 | 1.1397 | 1.2738 | 1.013 |
Largest Winning Trade | 29366 | 29366 | 22688 | 64090 | 64090 | 39356 |
Largest Losing Trade | -17972 | -14956 | -17972 | -35273 | -35273 | -27361 |
Avg Bars in Trades | 85 | 90 | 80 | 85 | 90 | 80 |
Avg Bars in Winners | 96 | 102 | 91 | 96 | 102 | 91 |
Avg Bars in Losers | 74 | 79 | 67 | 74 | 79 | 67 |
Bars Traded | 24504 | 12929 | 11574 | 24504 | 12929 | 11574 |
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 | 337553 | -47661 | 269161 | -4601 | -177242 | -5153 |
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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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