Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169099.3276 | 128930.7544 | 40168.5732 | 151687.0007 | 151170.8356 | 516.1651 |
Total P&L (%) | 169.0993 | 128.9308 | 40.1686 | 151.687 | 151.1708 | 0.5162 |
Avg Daily Profit (%) | 0.1623 | 0.1238 | 0.0386 | 0.0886 | 0.0885 | 0.0005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66343 | -32377 | -49995 | -162072 | -79502 | -137537 |
Profit Factor | 1.4695 | 1.847 | 1.1932 | 1.2168 | 1.5369 | 1.0012 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 61.1111 | 56.9444 | 65.2778 | 61.1111 | 56.9444 | 65.2778 |
Ratio Avg Win / Avg Loss | 0.9351 | 1.3965 | 0.6347 | 0.7743 | 1.1621 | 0.5326 |
Largest Winning Trade | 48440 | 48440 | 23576 | 45610 | 45610 | 33739 |
Largest Losing Trade | -47918 | -20926 | -47918 | -135388 | -52983 | -135388 |
Avg Bars in Trades | 168 | 175 | 161 | 168 | 175 | 161 |
Avg Bars in Winners | 119 | 124 | 115 | 119 | 124 | 115 |
Avg Bars in Losers | 244 | 241 | 248 | 244 | 241 | 248 |
Bars Traded | 24244 | 12620 | 11624 | 24244 | 12620 | 11624 |
Profit Streak | 0 | 0 | 34.3133 | 0 | 0 | 34.3133 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308653 | -103662 | -229946 | -74877 | -151620 | -655420 |
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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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