Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77426.8291 | 39648.8431 | 37777.986 | 83177.9794 | 45177.2209 | 38000.7585 |
Total P&L (%) | 77.4268 | 39.6488 | 37.778 | 83.178 | 45.1772 | 38.0008 |
Avg Daily Profit (%) | 0.1687 | 0.0864 | 0.0823 | 0.1319 | 0.0812 | 0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40598 | -13242 | -30719 | -48703 | -15599 | -38425 |
Profit Factor | 1.4379 | 1.5266 | 1.3721 | 1.4265 | 1.5387 | 1.3419 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 55.3459 | 58.2278 | 52.5 | 55.3459 | 58.2278 | 52.5 |
Ratio Avg Win / Avg Loss | 1.1601 | 1.0952 | 1.2414 | 1.1509 | 1.1038 | 1.2141 |
Largest Winning Trade | 37322 | 15991 | 37322 | 41249 | 24270 | 41249 |
Largest Losing Trade | -21179 | -9781 | -21179 | -28474 | -15599 | -28474 |
Avg Bars in Trades | 68 | 65 | 71 | 68 | 65 | 71 |
Avg Bars in Winners | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Losers | 68 | 62 | 73 | 68 | 62 | 73 |
Bars Traded | 10876 | 5188 | 5688 | 10876 | 5188 | 5688 |
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 | 325475 | -104815 | -104878 | -15274 | -111089 | -121186 |
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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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