Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328756.1641 | 282313.8026 | 46442.3615 | 163497.3098 | 136211.7707 | 27285.5391 |
Total P&L (%) | 328.7562 | 282.3138 | 46.4424 | 163.4973 | 136.2118 | 27.2855 |
Avg Daily Profit (%) | 0.3156 | 0.271 | 0.0446 | 0.0931 | 0.0826 | 0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75716 | -65023 | -56914 | -298904 | -231030 | -112362 |
Profit Factor | 1.5675 | 1.9074 | 1.1732 | 1.1537 | 1.2277 | 1.0586 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 68 | 26 | 42 | 68 | 26 | 42 |
Losing Trades | 97 | 57 | 40 | 97 | 57 | 40 |
Profitability (%) | 41.2121 | 31.3253 | 51.2195 | 41.2121 | 31.3253 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.236 | 4.1816 | 1.1173 | 1.6458 | 2.6914 | 1.0082 |
Largest Winning Trade | 277364 | 277364 | 27441 | 317208 | 317208 | 71405 |
Largest Losing Trade | -22001 | -18357 | -22001 | -86993 | -77155 | -86993 |
Avg Bars in Trades | 149 | 134 | 164 | 149 | 134 | 164 |
Avg Bars in Winners | 226 | 248 | 212 | 226 | 248 | 212 |
Avg Bars in Losers | 95 | 82 | 113 | 95 | 82 | 113 |
Bars Traded | 24643 | 11150 | 13494 | 24643 | 11150 | 13494 |
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 | 319897 | 153193 | -169322 | -121602 | -89574 | -325593 |
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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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