Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131266.0371 | 66201.7245 | 65064.3126 | 194963.3265 | 147274.0415 | 47689.285 |
Total P&L (%) | 131.266 | 66.2017 | 65.0643 | 194.9633 | 147.274 | 47.6893 |
Avg Daily Profit (%) | 0.5041 | 0.2542 | 0.2498 | 0.4162 | 0.3482 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45606 | -22627 | -41021 | -157331 | -67354 | -132658 |
Profit Factor | 1.5545 | 1.5351 | 1.5757 | 1.3141 | 1.471 | 1.1548 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Losing Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Profitability (%) | 47.3333 | 52 | 42.6667 | 47.3333 | 52 | 42.6667 |
Ratio Avg Win / Avg Loss | 1.7297 | 1.417 | 2.1174 | 1.4621 | 1.3579 | 1.5517 |
Largest Winning Trade | 20815 | 17365 | 20815 | 45109 | 45109 | 43925 |
Largest Losing Trade | -15981 | -15981 | -11069 | -38617 | -30081 | -38617 |
Avg Bars in Trades | 164 | 160 | 169 | 164 | 160 | 169 |
Avg Bars in Winners | 209 | 181 | 244 | 209 | 181 | 244 |
Avg Bars in Losers | 124 | 136 | 114 | 124 | 136 | 114 |
Bars Traded | 24737 | 12018 | 12719 | 24737 | 12018 | 12719 |
Profit Streak | 1.9061 | 2.5727 | 0 | 1.9061 | 2.5727 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329943 | -50290 | -50607 | 210024 | -49625 | -104906 |
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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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