Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136488.175 | 91623.8312 | 44864.3438 | 169552.2933 | 165488.5913 | 4063.702 |
Total P&L (%) | 136.4882 | 91.6238 | 44.8643 | 169.5523 | 165.4886 | 4.0637 |
Avg Daily Profit (%) | 0.5241 | 0.3518 | 0.1723 | 0.3815 | 0.3756 | 0.0153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47125 | -20073 | -44163 | -179939 | -65833 | -173334 |
Profit Factor | 1.6752 | 2.0123 | 1.4019 | 1.2419 | 1.5654 | 1.01 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 45.1128 | 46.9697 | 43.2836 | 45.1128 | 46.9697 | 43.2836 |
Ratio Avg Win / Avg Loss | 2.0382 | 2.272 | 1.837 | 1.511 | 1.7674 | 1.3234 |
Largest Winning Trade | 60824 | 60824 | 28172 | 129633 | 129633 | 87041 |
Largest Losing Trade | -8560 | -8560 | -7733 | -30514 | -30514 | -26970 |
Avg Bars in Trades | 184 | 166 | 203 | 184 | 166 | 203 |
Avg Bars in Winners | 293 | 262 | 326 | 293 | 262 | 326 |
Avg Bars in Losers | 95 | 80 | 109 | 95 | 80 | 109 |
Bars Traded | 24595 | 10957 | 13638 | 24595 | 10957 | 13638 |
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 | 382355 | -114289 | -113553 | 254474 | -115092 | -668728 |
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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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