Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144022.4595 | 94923.3367 | 49099.1229 | 176467.1412 | 126093.6972 | 50373.4439 |
Total P&L (%) | 144.0225 | 94.9233 | 49.0991 | 176.4671 | 126.0937 | 50.3734 |
Avg Daily Profit (%) | 0.5408 | 0.3564 | 0.1844 | 0.3826 | 0.3068 | 0.1533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32350 | -30186 | -47186 | -91588 | -83676 | -101618 |
Profit Factor | 1.496 | 1.8053 | 1.2846 | 1.344 | 1.6096 | 1.1645 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 41.3333 | 40 | 42.6667 | 41.3333 | 40 | 42.6667 |
Ratio Avg Win / Avg Loss | 2.1233 | 2.7079 | 1.7262 | 1.9076 | 2.4143 | 1.5648 |
Largest Winning Trade | 45587 | 45587 | 30285 | 82360 | 82360 | 55930 |
Largest Losing Trade | -12961 | -8248 | -12961 | -34539 | -23331 | -34539 |
Avg Bars in Trades | 83 | 80 | 86 | 83 | 80 | 86 |
Avg Bars in Winners | 139 | 137 | 140 | 139 | 137 | 140 |
Avg Bars in Losers | 44 | 42 | 45 | 44 | 42 | 45 |
Bars Traded | 12492 | 6030 | 6462 | 12492 | 6030 | 6462 |
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 | 322752 | -49841 | -54011 | 240636 | -50643 | -93697 |
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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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