Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85327.9071 | 10892.5721 | 74435.335 | 92577.7956 | 13874.2649 | 78703.5307 |
Total P&L (%) | 85.3279 | 10.8926 | 74.4353 | 92.5778 | 13.8743 | 78.7035 |
Avg Daily Profit (%) | 0.3277 | 0.0418 | 0.2858 | 0.252 | 0.0499 | 0.2232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32256 | -23625 | -19922 | -76169 | -41870 | -47284 |
Profit Factor | 1.3703 | 1.0943 | 1.648 | 1.2272 | 1.0698 | 1.3771 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 51.0345 | 47.2222 | 54.7945 | 51.0345 | 47.2222 | 54.7945 |
Ratio Avg Win / Avg Loss | 1.3147 | 1.223 | 1.3596 | 1.1774 | 1.1956 | 1.1361 |
Largest Winning Trade | 33772 | 11876 | 33772 | 34144 | 16650 | 34144 |
Largest Losing Trade | -11746 | -7613 | -11746 | -21090 | -16120 | -21090 |
Avg Bars in Trades | 169 | 179 | 160 | 169 | 179 | 160 |
Avg Bars in Winners | 185 | 198 | 174 | 185 | 198 | 174 |
Avg Bars in Losers | 153 | 162 | 142 | 153 | 162 | 142 |
Bars Traded | 24613 | 12915 | 11698 | 24613 | 12915 | 11698 |
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 | 300525 | -473826 | -62089 | 245741 | -397235 | -64079 |
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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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