Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118847.6705 | 64395.2294 | 54452.4411 | 144320.8561 | 107113.7558 | 37207.1003 |
Total P&L (%) | 118.8477 | 64.3952 | 54.4524 | 144.3209 | 107.1138 | 37.2071 |
Avg Daily Profit (%) | 0.4564 | 0.2473 | 0.2091 | 0.3436 | 0.28 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34560 | -34024 | -24983 | -64223 | -48248 | -73380 |
Profit Factor | 1.3942 | 1.3888 | 1.4008 | 1.2655 | 1.4005 | 1.1348 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 54.8611 | 55.5556 | 54.1667 | 54.8611 | 55.5556 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.1471 | 1.1111 | 1.1853 | 1.0413 | 1.1204 | 0.9602 |
Largest Winning Trade | 17568 | 17568 | 17435 | 31256 | 30571 | 31256 |
Largest Losing Trade | -16778 | -16778 | -12021 | -36108 | -23261 | -36108 |
Avg Bars in Trades | 171 | 179 | 163 | 171 | 179 | 163 |
Avg Bars in Winners | 171 | 177 | 165 | 171 | 177 | 165 |
Avg Bars in Losers | 171 | 182 | 160 | 171 | 182 | 160 |
Bars Traded | 24663 | 12917 | 11746 | 24663 | 12917 | 11746 |
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 | 363150 | -71577 | -72673 | 300148 | -70853 | -187196 |
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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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