Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121146.8003 | 91972.5231 | 29174.2772 | 155926.1844 | 132096.3374 | 23829.847 |
Total P&L (%) | 121.1468 | 91.9725 | 29.1743 | 155.9262 | 132.0963 | 23.8298 |
Avg Daily Profit (%) | 0.4652 | 0.3532 | 0.112 | 0.3615 | 0.3238 | 0.0821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50640 | -45562 | -11044 | -54690 | -45733 | -18112 |
Profit Factor | 1.6302 | 1.7732 | 1.3981 | 1.5245 | 1.7409 | 1.2002 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 48.2014 | 40.5797 | 55.7143 | 48.2014 | 40.5797 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.7519 | 2.5965 | 1.1113 | 1.6382 | 2.5491 | 0.954 |
Largest Winning Trade | 35068 | 35068 | 17136 | 65087 | 65087 | 17405 |
Largest Losing Trade | -14810 | -14810 | -8530 | -16792 | -16792 | -12490 |
Avg Bars in Trades | 162 | 295 | 32 | 162 | 295 | 32 |
Avg Bars in Winners | 221 | 492 | 26 | 221 | 492 | 26 |
Avg Bars in Losers | 108 | 160 | 40 | 108 | 160 | 40 |
Bars Traded | 22651 | 20382 | 2269 | 22651 | 20382 | 2269 |
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 | 404906 | -94724 | -140771 | 354285 | -95037 | -184692 |
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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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