Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121974.0874 | 49852.4296 | 72121.6577 | 167661.389 | 84569.1137 | 83092.2753 |
Total P&L (%) | 121.9741 | 49.8524 | 72.1217 | 167.6614 | 84.5691 | 83.0923 |
Avg Daily Profit (%) | 0.4684 | 0.1914 | 0.2769 | 0.3788 | 0.2356 | 0.2325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44160 | -24929 | -28659 | -80659 | -43991 | -57808 |
Profit Factor | 1.5097 | 1.4175 | 1.6016 | 1.354 | 1.3738 | 1.336 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 48.366 | 42.1053 | 54.5455 | 48.366 | 42.1053 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6117 | 1.9491 | 1.3347 | 1.4455 | 1.8889 | 1.1133 |
Largest Winning Trade | 23699 | 23699 | 15789 | 44447 | 44447 | 18582 |
Largest Losing Trade | -12322 | -12322 | -8482 | -35453 | -35453 | -26035 |
Avg Bars in Trades | 160 | 147 | 173 | 160 | 147 | 173 |
Avg Bars in Winners | 192 | 160 | 218 | 192 | 160 | 218 |
Avg Bars in Losers | 130 | 137 | 120 | 130 | 137 | 120 |
Bars Traded | 24561 | 11177 | 13384 | 24561 | 11177 | 13384 |
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 | 401846 | -45809 | -32565 | 300023 | -44352 | -34561 |
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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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