Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78694.8969 | 47818.843 | 30876.0538 | 75377.4966 | 59550.0616 | 15827.435 |
Total P&L (%) | 78.6949 | 47.8188 | 30.8761 | 75.3775 | 59.5501 | 15.8274 |
Avg Daily Profit (%) | 0.5665 | 0.3442 | 0.2223 | 0.4052 | 0.3369 | 0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43367 | -24955 | -35509 | -53467 | -24062 | -45073 |
Profit Factor | 1.3205 | 1.414 | 1.2375 | 1.2476 | 1.4411 | 1.0934 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 52.2876 | 53.9474 | 50.6494 | 52.2876 | 53.9474 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.205 | 1.207 | 1.2058 | 1.1384 | 1.2302 | 1.0654 |
Largest Winning Trade | 20491 | 20491 | 12217 | 21160 | 21160 | 14794 |
Largest Losing Trade | -20228 | -18156 | -20228 | -24128 | -18517 | -24128 |
Avg Bars in Trades | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Winners | 89 | 90 | 88 | 89 | 90 | 88 |
Avg Bars in Losers | 77 | 76 | 78 | 77 | 76 | 78 |
Bars Traded | 12801 | 6372 | 6428 | 12801 | 6372 | 6428 |
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 | 370081 | -42620 | -39175 | 304403 | -41687 | -222823 |
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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) |
---|