Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107218.7715 | 51215.784 | 56002.9875 | 114350.6916 | 64777.9132 | 49572.7784 |
Total P&L (%) | 107.2188 | 51.2158 | 56.003 | 114.3507 | 64.7779 | 49.5728 |
Avg Daily Profit (%) | 0.4117 | 0.1967 | 0.215 | 0.2932 | 0.192 | 0.1547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56948 | -25930 | -37888 | -172745 | -79459 | -111093 |
Profit Factor | 1.3957 | 1.3442 | 1.4585 | 1.182 | 1.1895 | 1.173 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 46.1039 | 38.961 | 53.2468 | 46.1039 | 38.961 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.6316 | 2.1059 | 1.2807 | 1.3817 | 1.8635 | 1.03 |
Largest Winning Trade | 43405 | 43405 | 18076 | 76342 | 76342 | 39453 |
Largest Losing Trade | -12059 | -12055 | -12059 | -42399 | -42399 | -32317 |
Avg Bars in Trades | 159 | 153 | 164 | 159 | 153 | 164 |
Avg Bars in Winners | 194 | 193 | 196 | 194 | 193 | 196 |
Avg Bars in Losers | 128 | 128 | 128 | 128 | 128 | 128 |
Bars Traded | 24497 | 11834 | 12663 | 24497 | 11834 | 12663 |
Profit Streak | 0 | 0 | 7.4868 | 0 | 0 | 7.4868 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327849 | -39841 | -34384 | -14051 | -51444 | -66602 |
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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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