Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180652.5819 | 112043.4948 | 68609.087 | 274600.6407 | 206794.5719 | 67806.0688 |
Total P&L (%) | 180.6526 | 112.0435 | 68.6091 | 274.6006 | 206.7946 | 67.8061 |
Avg Daily Profit (%) | 0.3469 | 0.2151 | 0.1317 | 0.2539 | 0.2155 | 0.0994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48579 | -50684 | -39231 | -252006 | -171778 | -177500 |
Profit Factor | 1.4981 | 1.563 | 1.4191 | 1.2376 | 1.3229 | 1.1317 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 43.6364 | 42.1687 | 45.122 | 43.6364 | 42.1687 | 45.122 |
Ratio Avg Win / Avg Loss | 1.935 | 2.1436 | 1.7259 | 1.5986 | 1.8142 | 1.3763 |
Largest Winning Trade | 40971 | 40971 | 23624 | 86680 | 86680 | 66628 |
Largest Losing Trade | -12969 | -12969 | -12403 | -52319 | -47092 | -52319 |
Avg Bars in Trades | 148 | 143 | 153 | 148 | 143 | 153 |
Avg Bars in Winners | 229 | 225 | 233 | 229 | 225 | 233 |
Avg Bars in Losers | 85 | 83 | 87 | 85 | 83 | 87 |
Bars Traded | 24501 | 11891 | 12610 | 24501 | 11891 | 12610 |
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 | 327685 | 237827 | -22260 | 241793 | 185102 | -143000 |
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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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