Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71540.486 | 47248.9342 | 24291.5518 | 61625.4021 | 26666.8574 | 34958.5446 |
Total P&L (%) | 71.5405 | 47.2489 | 24.2916 | 61.6254 | 26.6669 | 34.9585 |
Avg Daily Profit (%) | 0.8241 | 0.5443 | 0.2798 | 0.5546 | 0.2727 | 0.3459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49102 | -33071 | -16829 | -80401 | -55058 | -26811 |
Profit Factor | 1.3503 | 1.3951 | 1.287 | 1.2277 | 1.1618 | 1.3303 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 40.5405 | 31.0811 | 50 | 40.5405 | 31.0811 | 50 |
Ratio Avg Win / Avg Loss | 1.9804 | 3.0934 | 1.287 | 1.8006 | 2.5761 | 1.3303 |
Largest Winning Trade | 38265 | 38265 | 15586 | 38765 | 38765 | 20864 |
Largest Losing Trade | -12152 | -11199 | -12152 | -16883 | -16883 | -14013 |
Avg Bars in Trades | 166 | 154 | 179 | 166 | 154 | 179 |
Avg Bars in Winners | 256 | 235 | 270 | 256 | 235 | 270 |
Avg Bars in Losers | 105 | 117 | 89 | 105 | 117 | 89 |
Bars Traded | 24698 | 11401 | 13297 | 24698 | 11401 | 13297 |
Profit Streak | 0 | 0 | 6.7787 | 0 | 0 | 6.7787 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325391 | -63000 | -60499 | 202054 | -110387 | -58312 |
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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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