Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92560.4495 | 40134.881 | 52425.5685 | 98362.9923 | 36510.0615 | 61852.9308 |
Total P&L (%) | 92.5605 | 40.1349 | 52.4256 | 98.363 | 36.5101 | 61.8529 |
Avg Daily Profit (%) | 0.3554 | 0.1541 | 0.2013 | 0.2634 | 0.1196 | 0.1851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44211 | -39097 | -27955 | -84709 | -57429 | -48592 |
Profit Factor | 1.3914 | 1.3069 | 1.4961 | 1.2418 | 1.161 | 1.3436 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 47.8261 | 40.5797 | 55.0725 | 47.8261 | 40.5797 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.5179 | 1.9136 | 1.2205 | 1.3547 | 1.7 | 1.0961 |
Largest Winning Trade | 27562 | 27562 | 19042 | 43396 | 43396 | 31103 |
Largest Losing Trade | -11916 | -11916 | -9801 | -21191 | -21191 | -17977 |
Avg Bars in Trades | 178 | 173 | 184 | 178 | 173 | 184 |
Avg Bars in Winners | 215 | 202 | 224 | 215 | 202 | 224 |
Avg Bars in Losers | 145 | 153 | 134 | 145 | 153 | 134 |
Bars Traded | 24688 | 11980 | 12708 | 24688 | 11980 | 12708 |
Profit Streak | 0 | 0 | 5.4604 | 0 | 0 | 5.4604 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317797 | -100761 | -93968 | 216550 | -185241 | -94410 |
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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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