Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144375.4813 | 77863.8591 | 66511.6221 | 162498.9005 | 84503.5571 | 77995.3434 |
Total P&L (%) | 144.3755 | 77.8639 | 66.5116 | 162.4989 | 84.5036 | 77.9953 |
Avg Daily Profit (%) | 0.5544 | 0.299 | 0.2554 | 0.3713 | 0.2355 | 0.2217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33107 | -42569 | -24202 | -40743 | -45084 | -30745 |
Profit Factor | 1.4604 | 1.5339 | 1.3965 | 1.3944 | 1.4479 | 1.3493 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 41.358 | 39.5062 | 43.2099 | 41.358 | 39.5062 | 43.2099 |
Ratio Avg Win / Avg Loss | 2.0707 | 2.3488 | 1.8354 | 1.9772 | 2.2171 | 1.7733 |
Largest Winning Trade | 56586 | 56586 | 26878 | 77092 | 77092 | 39357 |
Largest Losing Trade | -14856 | -14501 | -14856 | -18603 | -17187 | -18603 |
Avg Bars in Trades | 150 | 140 | 160 | 150 | 140 | 160 |
Avg Bars in Winners | 249 | 225 | 272 | 249 | 225 | 272 |
Avg Bars in Losers | 80 | 84 | 76 | 80 | 84 | 76 |
Bars Traded | 24382 | 11350 | 13032 | 24382 | 11350 | 13032 |
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 | 321040 | -6342 | -6347 | 250182 | -7411 | -6692 |
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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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