Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190141.8365 | 95925.6665 | 94216.17 | 148785.3097 | 54952.1449 | 93833.1649 |
Total P&L (%) | 190.1418 | 95.9257 | 94.2162 | 148.7853 | 54.9521 | 93.8332 |
Avg Daily Profit (%) | 0.2071 | 0.1045 | 0.1026 | 0.0993 | 0.0477 | 0.0721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154888 | -87567 | -99377 | -978391 | -396170 | -700607 |
Profit Factor | 1.3364 | 1.3376 | 1.3351 | 1.0648 | 1.0519 | 1.0759 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 51.2658 | 46.8354 | 55.6962 | 51.2658 | 46.8354 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.2704 | 1.5183 | 1.062 | 1.0123 | 1.1941 | 0.8558 |
Largest Winning Trade | 39646 | 39646 | 32365 | 154937 | 148064 | 154937 |
Largest Losing Trade | -28534 | -23247 | -28534 | -229926 | -135470 | -229926 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 2735 | 1360 | 1375 | 2735 | 1360 | 1375 |
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 | 333278 | -79967 | -81607 | -208292 | -321501 | -261293 |
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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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