Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73767.6461 | 43727.4787 | 30040.1674 | 68555.9099 | 52666.899 | 15889.011 |
Total P&L (%) | 73.7676 | 43.7275 | 30.0402 | 68.5559 | 52.6669 | 15.889 |
Avg Daily Profit (%) | 0.531 | 0.3148 | 0.2163 | 0.3766 | 0.305 | 0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60387 | -24083 | -47108 | -105608 | -35208 | -90201 |
Profit Factor | 1.2859 | 1.3759 | 1.212 | 1.1729 | 1.3033 | 1.0713 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 45.9627 | 45 | 46.9136 | 45.9627 | 45 | 46.9136 |
Ratio Avg Win / Avg Loss | 1.5118 | 1.6817 | 1.3714 | 1.379 | 1.5929 | 1.2123 |
Largest Winning Trade | 26675 | 20450 | 26675 | 30093 | 25822 | 30093 |
Largest Losing Trade | -15323 | -9776 | -15323 | -29461 | -14019 | -29461 |
Avg Bars in Trades | 80 | 78 | 81 | 80 | 78 | 81 |
Avg Bars in Winners | 98 | 97 | 98 | 98 | 97 | 98 |
Avg Bars in Losers | 64 | 63 | 66 | 64 | 63 | 66 |
Bars Traded | 12901 | 6293 | 6608 | 12901 | 6293 | 6608 |
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 | 325851 | -14813 | -10741 | -23787 | -14605 | -217834 |
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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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