Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116198.9007 | 57437.7642 | 58761.1365 | 143559.4284 | 95751.729 | 47807.6994 |
Total P&L (%) | 116.1989 | 57.4378 | 58.7611 | 143.5594 | 95.7517 | 47.8077 |
Avg Daily Profit (%) | 0.4462 | 0.2206 | 0.2256 | 0.3424 | 0.2583 | 0.1502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54712 | -61443 | -25661 | -43617 | -43829 | -41769 |
Profit Factor | 1.4097 | 1.3832 | 1.4394 | 1.4416 | 1.5883 | 1.2945 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 50.9677 | 48.7179 | 53.2468 | 50.9677 | 48.7179 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.3561 | 1.456 | 1.2638 | 1.3868 | 1.6719 | 1.1366 |
Largest Winning Trade | 22995 | 22995 | 17157 | 25564 | 25564 | 23939 |
Largest Losing Trade | -14111 | -10086 | -14111 | -23059 | -21935 | -23059 |
Avg Bars in Trades | 158 | 179 | 136 | 158 | 179 | 136 |
Avg Bars in Winners | 193 | 193 | 192 | 193 | 193 | 192 |
Avg Bars in Losers | 122 | 166 | 73 | 122 | 166 | 73 |
Bars Traded | 24543 | 14001 | 10542 | 24543 | 14001 | 10542 |
Profit Streak | 0 | 0 | 10.9129 | 0 | 0 | 10.9129 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360773 | -28800 | -33811 | 335858 | -25276 | -36121 |
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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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