Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135319.6212 | 64922.5679 | 70397.0533 | 131689.8896 | 53031.6981 | 78658.1915 |
Total P&L (%) | 135.3196 | 64.9226 | 70.3971 | 131.6899 | 53.0317 | 78.6582 |
Avg Daily Profit (%) | 0.5196 | 0.2493 | 0.2703 | 0.3232 | 0.1635 | 0.2231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53623 | -47268 | -26393 | -55379 | -45112 | -28314 |
Profit Factor | 1.3983 | 1.4056 | 1.3919 | 1.3448 | 1.2888 | 1.3967 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 43.7909 | 36.8421 | 50.6494 | 43.7909 | 36.8421 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.7949 | 2.4096 | 1.3562 | 1.7262 | 2.2094 | 1.3609 |
Largest Winning Trade | 59616 | 59616 | 21533 | 73141 | 73141 | 31949 |
Largest Losing Trade | -16359 | -16359 | -15654 | -16962 | -16511 | -16962 |
Avg Bars in Trades | 159 | 151 | 168 | 159 | 151 | 168 |
Avg Bars in Winners | 240 | 237 | 242 | 240 | 237 | 242 |
Avg Bars in Losers | 96 | 100 | 92 | 96 | 100 | 92 |
Bars Traded | 24454 | 11480 | 12974 | 24454 | 11480 | 12974 |
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 | 329055 | -46426 | -34402 | 256828 | -48666 | -34776 |
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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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