Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64004.3861 | 26256.7836 | 37747.6025 | 81250.9202 | 30614.8431 | 50636.077 |
Total P&L (%) | 64.0044 | 26.2568 | 37.7476 | 81.2509 | 30.6148 | 50.6361 |
Avg Daily Profit (%) | 1.229 | 0.5042 | 0.7248 | 1.1485 | 0.5141 | 0.7898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18941 | -18149 | -7019 | -35648 | -31689 | -13148 |
Profit Factor | 1.6333 | 1.408 | 2.0281 | 1.4654 | 1.2762 | 1.7946 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 63.1579 | 59.2105 | 67.1053 | 63.1579 | 59.2105 | 67.1053 |
Ratio Avg Win / Avg Loss | 0.9528 | 0.97 | 0.9942 | 0.8548 | 0.8791 | 0.8797 |
Largest Winning Trade | 8623 | 8623 | 4017 | 14012 | 14012 | 7034 |
Largest Losing Trade | -9470 | -9470 | -4006 | -16361 | -16361 | -7166 |
Avg Bars in Trades | 158 | 157 | 159 | 158 | 157 | 159 |
Avg Bars in Winners | 121 | 104 | 136 | 121 | 104 | 136 |
Avg Bars in Losers | 222 | 234 | 207 | 222 | 234 | 207 |
Bars Traded | 24079 | 11962 | 12117 | 24079 | 11962 | 12117 |
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 | 485354 | -44188 | -37703 | 465302 | -44522 | -37022 |
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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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