Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343364.9858 | 237895.1428 | 105469.843 | 141273.4208 | 974.2914 | 140299.1294 |
Total P&L (%) | 343.365 | 237.8951 | 105.4698 | 141.2734 | 0.9743 | 140.2991 |
Avg Daily Profit (%) | 0.1775 | 0.123 | 0.0545 | 0.0455 | 0.0005 | 0.0453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110781 | -95904 | -112488 | -710226 | -615344 | -287519 |
Profit Factor | 1.4555 | 1.5993 | 1.2955 | 1.0639 | 1.0008 | 1.1497 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 45.3333 | 45.3333 | 45.3333 | 45.3333 | 45.3333 | 45.3333 |
Ratio Avg Win / Avg Loss | 1.7551 | 1.9286 | 1.5622 | 1.2829 | 1.2068 | 1.3864 |
Largest Winning Trade | 144126 | 144126 | 63589 | 234059 | 234059 | 174306 |
Largest Losing Trade | -43106 | -37393 | -43106 | -352327 | -352327 | -141274 |
Avg Bars in Trades | 49 | 61 | 37 | 49 | 61 | 37 |
Avg Bars in Winners | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Losers | 40 | 62 | 17 | 40 | 62 | 17 |
Bars Traded | 7386 | 4607 | 2779 | 7386 | 4607 | 2779 |
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 | 307621 | -84588 | -177718 | -283377 | -636374 | -247025 |
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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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