Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166546.6154 | 51192.7693 | 115353.8461 | 189727.6076 | -7924.0675 | 197651.6751 |
Total P&L (%) | 166.5466 | 51.1928 | 115.3538 | 189.7276 | -7.9241 | 197.6517 |
Avg Daily Profit (%) | 0.3198 | 0.0983 | 0.2215 | 0.2045 | -0.0159 | 0.2096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50781 | -49235 | -39172 | -200895 | -137849 | -132995 |
Profit Factor | 1.3947 | 1.2196 | 1.6107 | 1.1934 | 0.986 | 1.4751 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 48.951 | 44.4444 | 53.5211 | 48.951 | 44.4444 | 53.5211 |
Ratio Avg Win / Avg Loss | 1.4544 | 1.5245 | 1.3988 | 1.2445 | 1.2325 | 1.281 |
Largest Winning Trade | 28535 | 28535 | 25507 | 71464 | 71464 | 49291 |
Largest Losing Trade | -23612 | -14132 | -23612 | -102577 | -45509 | -102577 |
Avg Bars in Trades | 173 | 192 | 153 | 173 | 192 | 153 |
Avg Bars in Winners | 165 | 178 | 154 | 165 | 178 | 154 |
Avg Bars in Losers | 180 | 203 | 152 | 180 | 203 | 152 |
Bars Traded | 24754 | 13862 | 10892 | 24754 | 13862 | 10892 |
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 | 313519 | -144489 | -77050 | -725 | -661298 | -77935 |
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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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