Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72279.286 | 32791.769 | 39487.5171 | 47824.9165 | 18073.5628 | 29751.3537 |
Total P&L (%) | 72.2793 | 32.7918 | 39.4875 | 47.8249 | 18.0736 | 29.7514 |
Avg Daily Profit (%) | 0.8326 | 0.3777 | 0.4549 | 0.4513 | 0.1916 | 0.3005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75500 | -45672 | -36601 | -108068 | -62331 | -56083 |
Profit Factor | 1.3115 | 1.2787 | 1.3452 | 1.1719 | 1.129 | 1.2153 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 40.1274 | 39.7436 | 40.5063 | 40.1274 | 39.7436 | 40.5063 |
Ratio Avg Win / Avg Loss | 1.9568 | 1.9387 | 1.9757 | 1.7485 | 1.7118 | 1.7849 |
Largest Winning Trade | 65397 | 65397 | 32181 | 72855 | 72855 | 37516 |
Largest Losing Trade | -11348 | -8465 | -11348 | -20002 | -10329 | -20002 |
Avg Bars in Trades | 156 | 155 | 158 | 156 | 155 | 158 |
Avg Bars in Winners | 235 | 230 | 239 | 235 | 230 | 239 |
Avg Bars in Losers | 104 | 105 | 103 | 104 | 105 | 103 |
Bars Traded | 24642 | 12122 | 12520 | 24642 | 12122 | 12520 |
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 | 326861 | -33051 | -23593 | -27084 | -118483 | -26573 |
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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) |
---|