Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113315.5218 | 28024.8226 | 85290.6992 | 158452.5294 | 34129.3933 | 124323.1361 |
Total P&L (%) | 113.3155 | 28.0248 | 85.2907 | 158.4525 | 34.1294 | 124.3231 |
Avg Daily Profit (%) | 0.4351 | 0.1076 | 0.3275 | 0.3653 | 0.1128 | 0.3107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34821 | -22957 | -21509 | -57070 | -39723 | -35462 |
Profit Factor | 1.5024 | 1.2419 | 1.7777 | 1.3653 | 1.1523 | 1.5932 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 48.6842 | 47.3684 | 50 | 48.6842 | 47.3684 | 50 |
Ratio Avg Win / Avg Loss | 1.5836 | 1.3799 | 1.7777 | 1.4391 | 1.2803 | 1.5932 |
Largest Winning Trade | 23017 | 13419 | 23017 | 28202 | 23939 | 28202 |
Largest Losing Trade | -11176 | -9731 | -11176 | -20507 | -17930 | -20507 |
Avg Bars in Trades | 163 | 174 | 151 | 163 | 174 | 151 |
Avg Bars in Winners | 182 | 178 | 187 | 182 | 178 | 187 |
Avg Bars in Losers | 144 | 171 | 115 | 144 | 171 | 115 |
Bars Traded | 24779 | 13281 | 11499 | 24779 | 13281 | 11499 |
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 | 394271 | -104756 | -38771 | 302620 | -150042 | -39299 |
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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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