Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110974.8798 | 49897.3627 | 61077.5171 | 126967.9161 | 67830.279 | 59137.6371 |
Total P&L (%) | 110.9749 | 49.8974 | 61.0775 | 126.9679 | 67.8303 | 59.1376 |
Avg Daily Profit (%) | 0.4261 | 0.1916 | 0.2345 | 0.3152 | 0.199 | 0.1786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73502 | -71637 | -17554 | -81628 | -77438 | -34820 |
Profit Factor | 1.4329 | 1.3647 | 1.5108 | 1.3619 | 1.3762 | 1.3467 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 44.4444 | 44.7761 | 44.1176 | 44.4444 | 44.7761 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.7911 | 1.6832 | 1.9137 | 1.7023 | 1.6973 | 1.7058 |
Largest Winning Trade | 34778 | 34778 | 17615 | 36135 | 36135 | 29738 |
Largest Losing Trade | -13211 | -13211 | -11563 | -24231 | -15906 | -24231 |
Avg Bars in Trades | 181 | 196 | 166 | 181 | 196 | 166 |
Avg Bars in Winners | 245 | 251 | 238 | 245 | 251 | 238 |
Avg Bars in Losers | 131 | 152 | 110 | 131 | 152 | 110 |
Bars Traded | 24540 | 13195 | 11345 | 24540 | 13195 | 11345 |
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 | 301046 | -112587 | -103336 | 251300 | -111256 | -104947 |
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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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