Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84906.0673 | 61495.6131 | 23410.4542 | 67440.8248 | 83907.4243 | -16466.5995 |
Total P&L (%) | 84.9061 | 61.4956 | 23.4105 | 67.4408 | 83.9074 | -16.4666 |
Avg Daily Profit (%) | 0.326 | 0.2361 | 0.0899 | 0.1981 | 0.2342 | -0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56165 | -39400 | -36730 | -55803 | -32785 | -72097 |
Profit Factor | 1.2723 | 1.4161 | 1.1428 | 1.159 | 1.4582 | 0.9317 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 55.7692 | 53.8462 | 57.6923 | 55.7692 | 53.8462 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.0091 | 1.2138 | 0.838 | 0.9192 | 1.2499 | 0.6832 |
Largest Winning Trade | 24803 | 24803 | 15292 | 23273 | 23273 | 13985 |
Largest Losing Trade | -28821 | -19135 | -28821 | -39672 | -16026 | -39672 |
Avg Bars in Trades | 157 | 160 | 155 | 157 | 160 | 155 |
Avg Bars in Winners | 148 | 154 | 142 | 148 | 154 | 142 |
Avg Bars in Losers | 169 | 167 | 171 | 169 | 167 | 171 |
Bars Traded | 24596 | 12506 | 12090 | 24596 | 12506 | 12090 |
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 | 316184 | -27198 | -177287 | -39670 | -26390 | -615356 |
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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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