Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119193.5082 | 57247.0774 | 61946.4308 | 99602.552 | 50065.8741 | 49536.6779 |
Total P&L (%) | 119.1935 | 57.2471 | 61.9464 | 99.6026 | 50.0659 | 49.5367 |
Avg Daily Profit (%) | 0.4577 | 0.2198 | 0.2379 | 0.2658 | 0.156 | 0.1546 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68395 | -65276 | -33272 | -68551 | -53494 | -27731 |
Profit Factor | 1.3146 | 1.3081 | 1.3208 | 1.2663 | 1.2679 | 1.2646 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 45.7516 | 43.4211 | 48.0519 | 45.7516 | 43.4211 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.5587 | 1.7045 | 1.4279 | 1.5014 | 1.6521 | 1.3671 |
Largest Winning Trade | 57635 | 57635 | 18004 | 67793 | 67793 | 23729 |
Largest Losing Trade | -16042 | -12476 | -16042 | -17739 | -12786 | -17739 |
Avg Bars in Trades | 160 | 167 | 152 | 160 | 167 | 152 |
Avg Bars in Winners | 228 | 241 | 216 | 228 | 241 | 216 |
Avg Bars in Losers | 102 | 110 | 93 | 102 | 110 | 93 |
Bars Traded | 24483 | 12720 | 11763 | 24483 | 12720 | 11763 |
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 | 319026 | -45227 | -36492 | 249335 | -46497 | -38384 |
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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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