Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56447.2066 | 21498.7457 | 34948.4609 | 67821.7427 | 22264.4241 | 45557.3186 |
Total P&L (%) | 56.4472 | 21.4987 | 34.9485 | 67.8217 | 22.2644 | 45.5573 |
Avg Daily Profit (%) | 1.0839 | 0.4128 | 0.6711 | 0.9991 | 0.3867 | 0.7234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17331 | -20184 | -8218 | -25186 | -29118 | -11356 |
Profit Factor | 1.5401 | 1.356 | 1.7921 | 1.4653 | 1.2582 | 1.7653 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 59.589 | 60.274 | 58.9041 | 59.589 | 60.274 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.0444 | 0.8937 | 1.2503 | 0.9937 | 0.8293 | 1.2316 |
Largest Winning Trade | 6068 | 5769 | 6068 | 7751 | 7592 | 7751 |
Largest Losing Trade | -10462 | -10462 | -8215 | -15850 | -15850 | -8628 |
Avg Bars in Trades | 163 | 170 | 156 | 163 | 170 | 156 |
Avg Bars in Winners | 145 | 141 | 150 | 145 | 141 | 150 |
Avg Bars in Losers | 189 | 212 | 166 | 189 | 212 | 166 |
Bars Traded | 23865 | 12415 | 11451 | 23865 | 12415 | 11451 |
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 | 475759 | -70096 | -61319 | 423958 | -70406 | -59980 |
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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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