Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120123.0496 | 60242.1377 | 59880.9119 | 105902.4813 | 83697.0573 | 22205.4239 |
Total P&L (%) | 120.1231 | 60.2421 | 59.8809 | 105.9025 | 83.6971 | 22.2054 |
Avg Daily Profit (%) | 0.4613 | 0.2313 | 0.2299 | 0.2777 | 0.2338 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47821 | -51375 | -50617 | -96684 | -67829 | -118422 |
Profit Factor | 1.3246 | 1.3572 | 1.2973 | 1.1779 | 1.3313 | 1.0648 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 46.4286 | 47.1429 | 45.7143 | 46.4286 | 47.1429 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.5283 | 1.5217 | 1.5405 | 1.3591 | 1.4927 | 1.2645 |
Largest Winning Trade | 33766 | 33766 | 28620 | 35199 | 34455 | 35199 |
Largest Losing Trade | -25047 | -16756 | -25047 | -51202 | -22450 | -51202 |
Avg Bars in Trades | 174 | 189 | 158 | 174 | 189 | 158 |
Avg Bars in Winners | 204 | 212 | 194 | 204 | 212 | 194 |
Avg Bars in Losers | 148 | 169 | 128 | 148 | 169 | 128 |
Bars Traded | 24424 | 13295 | 11129 | 24424 | 13295 | 11129 |
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 | 316277 | -88182 | -89139 | -18957 | -88779 | -342280 |
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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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