Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72030.4093 | 46591.9068 | 25438.5024 | 75534.9235 | 46440.5235 | 29094.4 |
Total P&L (%) | 72.0304 | 46.5919 | 25.4385 | 75.5349 | 46.4405 | 29.0944 |
Avg Daily Profit (%) | 0.8297 | 0.5367 | 0.293 | 0.6503 | 0.4404 | 0.2946 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45234 | -15557 | -43011 | -62679 | -26874 | -59565 |
Profit Factor | 1.4784 | 1.7178 | 1.297 | 1.3273 | 1.4458 | 1.2299 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 66.2069 | 68.4932 | 63.8889 | 66.2069 | 68.4932 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.7546 | 0.7902 | 0.7331 | 0.6775 | 0.6651 | 0.6951 |
Largest Winning Trade | 6543 | 6113 | 6543 | 10535 | 8748 | 10535 |
Largest Losing Trade | -37330 | -9772 | -37330 | -51127 | -16763 | -51127 |
Avg Bars in Trades | 168 | 169 | 167 | 168 | 169 | 167 |
Avg Bars in Winners | 117 | 108 | 127 | 117 | 108 | 127 |
Avg Bars in Losers | 267 | 301 | 237 | 267 | 301 | 237 |
Bars Traded | 24432 | 12379 | 12053 | 24432 | 12379 | 12053 |
Profit Streak | 0 | 0 | 2.4797 | 0 | 0 | 2.4797 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461539 | -61889 | -77662 | 381302 | -63895 | -77734 |
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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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