Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121572.1485 | 57517.4066 | 64054.7419 | 131923.676 | 99083.3624 | 32840.3136 |
Total P&L (%) | 121.5721 | 57.5174 | 64.0547 | 131.9237 | 99.0834 | 32.8403 |
Avg Daily Profit (%) | 0.4668 | 0.2209 | 0.246 | 0.3236 | 0.2648 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54160 | -65888 | -31854 | -85281 | -56012 | -90719 |
Profit Factor | 1.3823 | 1.3078 | 1.4885 | 1.2535 | 1.3657 | 1.1317 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 46.3277 | 38.6364 | 53.9326 | 46.3277 | 38.6364 | 53.9326 |
Ratio Avg Win / Avg Loss | 1.6014 | 2.077 | 1.2714 | 1.4522 | 2.169 | 0.9666 |
Largest Winning Trade | 53726 | 53726 | 18930 | 45351 | 45351 | 22365 |
Largest Losing Trade | -14395 | -14395 | -10325 | -31635 | -21268 | -31635 |
Avg Bars in Trades | 138 | 208 | 69 | 138 | 208 | 69 |
Avg Bars in Winners | 165 | 290 | 77 | 165 | 290 | 77 |
Avg Bars in Losers | 114 | 156 | 59 | 114 | 156 | 59 |
Bars Traded | 24471 | 18317 | 6154 | 24471 | 18317 | 6154 |
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 | 349305 | 74738 | 275448 | 236889 | 130940 | -128756 |
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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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