Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79162.5804 | 37073.5046 | 42089.0758 | 89177.1443 | 36686.0508 | 52491.0935 |
Total P&L (%) | 79.1626 | 37.0735 | 42.0891 | 89.1771 | 36.6861 | 52.4911 |
Avg Daily Profit (%) | 0.304 | 0.1424 | 0.1616 | 0.2451 | 0.1201 | 0.1622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34548 | -17943 | -28354 | -44060 | -22131 | -34708 |
Profit Factor | 1.3856 | 1.3538 | 1.4188 | 1.3459 | 1.2802 | 1.4136 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 67.3469 | 70.2703 | 64.3836 | 67.3469 | 70.2703 | 64.3836 |
Ratio Avg Win / Avg Loss | 0.6718 | 0.5727 | 0.7848 | 0.6525 | 0.5416 | 0.782 |
Largest Winning Trade | 10167 | 10167 | 8777 | 13876 | 13876 | 10697 |
Largest Losing Trade | -16625 | -16625 | -12584 | -17817 | -17817 | -16787 |
Avg Bars in Trades | 164 | 156 | 172 | 164 | 156 | 172 |
Avg Bars in Winners | 116 | 120 | 111 | 116 | 120 | 111 |
Avg Bars in Losers | 263 | 241 | 282 | 263 | 241 | 282 |
Bars Traded | 24141 | 11572 | 12569 | 24141 | 11572 | 12569 |
Profit Streak | 0 | 0 | 10.3598 | 0 | 0 | 10.3598 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312913 | -69677 | -65712 | 286061 | -99872 | -64869 |
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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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