Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110688.797 | 31439.2098 | 79249.5872 | 101999.2849 | 35081.1669 | 66918.1179 |
Total P&L (%) | 110.6888 | 31.4392 | 79.2496 | 101.9993 | 35.0812 | 66.9181 |
Avg Daily Profit (%) | 0.2125 | 0.0604 | 0.1522 | 0.1351 | 0.0578 | 0.0984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60120 | -47312 | -37501 | -52624 | -39063 | -34595 |
Profit Factor | 1.3435 | 1.1958 | 1.4902 | 1.3222 | 1.2335 | 1.4023 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 53.5714 | 54.2857 | 52.8571 | 53.5714 | 54.2857 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.1643 | 1.007 | 1.3291 | 1.1459 | 1.0387 | 1.2507 |
Largest Winning Trade | 35066 | 17563 | 35066 | 21581 | 17958 | 21581 |
Largest Losing Trade | -32390 | -20903 | -32390 | -29967 | -20730 | -29967 |
Avg Bars in Trades | 175 | 191 | 160 | 175 | 191 | 160 |
Avg Bars in Winners | 162 | 175 | 149 | 162 | 175 | 149 |
Avg Bars in Losers | 191 | 210 | 172 | 191 | 210 | 172 |
Bars Traded | 24598 | 13393 | 11205 | 24598 | 13393 | 11205 |
Profit Streak | 0 | 0 | 21.9795 | 0 | 0 | 21.9795 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300324 | -214691 | -85371 | -12207 | -212977 | -154909 |
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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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