Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66993.8818 | 43395.6708 | 23598.211 | 48368.7588 | 32711.2739 | 15657.4849 |
Total P&L (%) | 66.9939 | 43.3957 | 23.5982 | 48.3688 | 32.7113 | 15.6575 |
Avg Daily Profit (%) | 0.7717 | 0.4999 | 0.2718 | 0.4555 | 0.3265 | 0.1677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74506 | -28402 | -64610 | -121410 | -51737 | -107822 |
Profit Factor | 1.3523 | 1.4706 | 1.241 | 1.1524 | 1.2152 | 1.0946 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 65.1007 | 62.1622 | 68 | 65.1007 | 62.1622 | 68 |
Ratio Avg Win / Avg Loss | 0.725 | 0.8951 | 0.584 | 0.6178 | 0.7397 | 0.5151 |
Largest Winning Trade | 29323 | 29323 | 8556 | 24523 | 24523 | 13525 |
Largest Losing Trade | -41954 | -14212 | -41954 | -64750 | -28359 | -64750 |
Avg Bars in Trades | 164 | 179 | 150 | 164 | 179 | 150 |
Avg Bars in Winners | 111 | 120 | 103 | 111 | 120 | 103 |
Avg Bars in Losers | 264 | 275 | 251 | 264 | 275 | 251 |
Bars Traded | 24561 | 13271 | 11290 | 24561 | 13271 | 11290 |
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 | 412170 | -56827 | -54492 | -45845 | -60818 | -176813 |
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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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