Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130188.8868 | 56979.7077 | 73209.1791 | 146781.6752 | 24995.3342 | 121786.3411 |
Total P&L (%) | 130.1889 | 56.9797 | 73.2092 | 146.7817 | 24.9953 | 121.7863 |
Avg Daily Profit (%) | 0.25 | 0.1094 | 0.1406 | 0.1736 | 0.0428 | 0.1531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42988 | -56500 | -17304 | -103322 | -138136 | -25626 |
Profit Factor | 1.456 | 1.2667 | 2.0194 | 1.3133 | 1.0695 | 2.1157 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 55.1948 | 53.2468 | 57.1429 | 55.1948 | 53.2468 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.182 | 1.1122 | 1.5146 | 1.0661 | 0.9391 | 1.5868 |
Largest Winning Trade | 46274 | 46274 | 14777 | 55636 | 55636 | 25989 |
Largest Losing Trade | -24311 | -24311 | -9122 | -61659 | -61659 | -15203 |
Avg Bars in Trades | 157 | 272 | 42 | 157 | 272 | 42 |
Avg Bars in Winners | 118 | 207 | 35 | 118 | 207 | 35 |
Avg Bars in Losers | 205 | 346 | 51 | 205 | 346 | 51 |
Bars Traded | 24231 | 20977 | 3252 | 24231 | 20977 | 3252 |
Profit Streak | 0 | 14.8451 | 0 | 0 | 14.8451 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359894 | -89442 | -42874 | 304985 | -326447 | -30079 |
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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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