Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124415.146 | 66579.4987 | 57835.6473 | 168216.0815 | 113749.4672 | 54466.6143 |
Total P&L (%) | 124.4151 | 66.5795 | 57.8356 | 168.2161 | 113.7495 | 54.4666 |
Avg Daily Profit (%) | 0.4777 | 0.2557 | 0.2221 | 0.3796 | 0.2921 | 0.1671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37854 | -17004 | -32770 | -60086 | -24640 | -59814 |
Profit Factor | 1.5697 | 1.8659 | 1.4087 | 1.4406 | 1.8615 | 1.2181 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Losing Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Profitability (%) | 50.3185 | 55.6962 | 44.8718 | 50.3185 | 55.6962 | 44.8718 |
Ratio Avg Win / Avg Loss | 1.5498 | 1.4842 | 1.7307 | 1.4223 | 1.4807 | 1.4965 |
Largest Winning Trade | 34108 | 20630 | 34108 | 41068 | 27250 | 41068 |
Largest Losing Trade | -13808 | -5281 | -13808 | -21831 | -8685 | -21831 |
Avg Bars in Trades | 151 | 52 | 251 | 151 | 52 | 251 |
Avg Bars in Winners | 209 | 62 | 394 | 209 | 62 | 394 |
Avg Bars in Losers | 92 | 40 | 135 | 92 | 40 | 135 |
Bars Traded | 23782 | 4148 | 19634 | 23782 | 4148 | 19634 |
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 | 443034 | -17316 | -28989 | 344423 | -16784 | -31960 |
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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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