Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118624.9635 | 71694.2295 | 46930.734 | 179320.6269 | 106162.1401 | 73158.4868 |
Total P&L (%) | 118.625 | 71.6942 | 46.9307 | 179.3206 | 106.1621 | 73.1585 |
Avg Daily Profit (%) | 1.3665 | 0.8259 | 0.5406 | 1.1903 | 0.8369 | 0.6345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43691 | -28934 | -19643 | -39099 | -27002 | -21303 |
Profit Factor | 1.8597 | 2.1006 | 1.6442 | 2.1379 | 2.5109 | 1.8377 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 42.4658 | 43.8356 | 41.0959 | 42.4658 | 43.8356 | 41.0959 |
Ratio Avg Win / Avg Loss | 2.5196 | 2.6914 | 2.3568 | 2.8965 | 3.2171 | 2.6341 |
Largest Winning Trade | 33692 | 22426 | 33692 | 63732 | 56715 | 63732 |
Largest Losing Trade | -6880 | -4217 | -6880 | -21303 | -8983 | -21303 |
Avg Bars in Trades | 167 | 164 | 171 | 167 | 164 | 171 |
Avg Bars in Winners | 275 | 273 | 277 | 275 | 273 | 277 |
Avg Bars in Losers | 88 | 79 | 96 | 88 | 79 | 96 |
Bars Traded | 24501 | 12006 | 12494 | 24501 | 12006 | 12494 |
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 | 442087 | -59258 | -65327 | 455907 | -58734 | -62545 |
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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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