Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145917.9435 | 33023.1256 | 112894.8179 | 139575.1368 | 43099.8359 | 96475.3009 |
Total P&L (%) | 145.9179 | 33.0231 | 112.8948 | 139.5751 | 43.0998 | 96.4753 |
Avg Daily Profit (%) | 0.2802 | 0.0634 | 0.2168 | 0.1679 | 0.0688 | 0.1298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62098 | -40734 | -55369 | -85545 | -42376 | -87635 |
Profit Factor | 1.4539 | 1.2668 | 1.5709 | 1.2899 | 1.2458 | 1.3152 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 58.3942 | 52.1739 | 64.7059 | 58.3942 | 52.1739 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.0359 | 1.1613 | 0.8569 | 0.9191 | 1.142 | 0.7174 |
Largest Winning Trade | 38990 | 18146 | 38990 | 34198 | 34198 | 33168 |
Largest Losing Trade | -45449 | -20928 | -45449 | -77569 | -20194 | -77569 |
Avg Bars in Trades | 177 | 75 | 281 | 177 | 75 | 281 |
Avg Bars in Winners | 143 | 68 | 204 | 143 | 68 | 204 |
Avg Bars in Losers | 226 | 84 | 422 | 226 | 84 | 422 |
Bars Traded | 24377 | 5234 | 19142 | 24377 | 5234 | 19142 |
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 | 367655 | -213194 | -100005 | 237035 | -205191 | -129132 |
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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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