Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125523.5814 | 77054.7434 | 48468.838 | 120672.6622 | 118903.1402 | 1769.5221 |
Total P&L (%) | 125.5236 | 77.0547 | 48.4688 | 120.6727 | 118.9031 | 1.7695 |
Avg Daily Profit (%) | 0.482 | 0.2959 | 0.1861 | 0.3044 | 0.3013 | 0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63982 | -35691 | -67804 | -148503 | -39712 | -155747 |
Profit Factor | 1.4371 | 1.5985 | 1.3059 | 1.2167 | 1.5455 | 1.0052 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 68.75 | 63.8889 | 73.6111 | 68.75 | 63.8889 | 73.6111 |
Ratio Avg Win / Avg Loss | 0.6532 | 0.9035 | 0.4682 | 0.553 | 0.8736 | 0.3604 |
Largest Winning Trade | 18609 | 18609 | 17464 | 28781 | 28781 | 20781 |
Largest Losing Trade | -45774 | -31837 | -45774 | -98319 | -31734 | -98319 |
Avg Bars in Trades | 169 | 170 | 169 | 169 | 170 | 169 |
Avg Bars in Winners | 108 | 109 | 107 | 108 | 109 | 107 |
Avg Bars in Losers | 304 | 276 | 342 | 304 | 276 | 342 |
Bars Traded | 24475 | 12254 | 12221 | 24475 | 12254 | 12221 |
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 | 385289 | -70093 | -73028 | 282144 | -70370 | -643570 |
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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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