Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295354.9042 | 159304.6717 | 136050.2325 | 257527.1343 | 84613.3499 | 172913.7844 |
Total P&L (%) | 295.3549 | 159.3047 | 136.0502 | 257.5271 | 84.6134 | 172.9138 |
Avg Daily Profit (%) | 0.1567 | 0.0845 | 0.0722 | 0.0676 | 0.0325 | 0.0533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55048 | -38893 | -67160 | -283700 | -153209 | -130490 |
Profit Factor | 1.4667 | 1.4327 | 1.5141 | 1.1912 | 1.104 | 1.3244 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 46.3087 | 44.5946 | 48 | 46.3087 | 44.5946 | 48 |
Ratio Avg Win / Avg Loss | 1.7005 | 1.78 | 1.6402 | 1.3811 | 1.3716 | 1.4347 |
Largest Winning Trade | 81478 | 81478 | 63298 | 182153 | 182153 | 110614 |
Largest Losing Trade | -33331 | -33331 | -27056 | -127546 | -127546 | -44914 |
Avg Bars in Trades | 148 | 142 | 154 | 148 | 142 | 154 |
Avg Bars in Winners | 209 | 189 | 227 | 209 | 189 | 227 |
Avg Bars in Losers | 96 | 104 | 87 | 96 | 104 | 87 |
Bars Traded | 22138 | 10556 | 11582 | 22138 | 10556 | 11582 |
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 | 303255 | -144643 | -151776 | -113850 | -322111 | -179253 |
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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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