Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149800.1597 | 81927.2978 | 67872.8619 | 144281.8592 | 47560.256 | 96721.6033 |
Total P&L (%) | 149.8002 | 81.9273 | 67.8729 | 144.2819 | 47.5603 | 96.7216 |
Avg Daily Profit (%) | 0.2596 | 0.142 | 0.1176 | 0.1549 | 0.0674 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68490 | -56301 | -44410 | -178834 | -161101 | -114721 |
Profit Factor | 1.4115 | 1.3443 | 1.5384 | 1.1686 | 1.0845 | 1.33 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 45.0617 | 43.2099 | 46.9136 | 45.0617 | 43.2099 | 46.9136 |
Ratio Avg Win / Avg Loss | 1.7209 | 1.7668 | 1.7409 | 1.4248 | 1.4254 | 1.505 |
Largest Winning Trade | 46648 | 46648 | 23541 | 69210 | 69210 | 57638 |
Largest Losing Trade | -22310 | -22310 | -12991 | -57082 | -57082 | -36181 |
Avg Bars in Trades | 81 | 104 | 58 | 81 | 104 | 58 |
Avg Bars in Winners | 115 | 165 | 68 | 115 | 165 | 68 |
Avg Bars in Losers | 54 | 58 | 49 | 54 | 58 | 49 |
Bars Traded | 13249 | 8487 | 4762 | 13249 | 8487 | 4762 |
Profit Streak | 0 | 0 | 496.2853 | 0 | 0 | 496.2853 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307614 | -17037 | -45654 | -29268 | -246950 | -47181 |
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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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