Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399226.1275 | 360054.9068 | 39171.2207 | 197405.5667 | 83999.5205 | 113406.0462 |
Total P&L (%) | 399.2261 | 360.0549 | 39.1712 | 197.4056 | 83.9995 | 113.406 |
Avg Daily Profit (%) | 0.1701 | 0.1534 | 0.0167 | 0.0465 | 0.026 | 0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110886 | -69167 | -155336 | -357618 | -285726 | -222474 |
Profit Factor | 1.5001 | 2.0093 | 1.0887 | 1.1063 | 1.0904 | 1.1222 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 47.093 | 41.8605 | 52.3256 | 47.093 | 41.8605 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.6853 | 2.7907 | 0.9919 | 1.2428 | 1.5144 | 1.0224 |
Largest Winning Trade | 195002 | 195002 | 70890 | 219999 | 219999 | 114864 |
Largest Losing Trade | -31141 | -28690 | -31141 | -130483 | -64210 | -130483 |
Avg Bars in Trades | 53 | 48 | 59 | 53 | 48 | 59 |
Avg Bars in Winners | 74 | 76 | 71 | 74 | 76 | 71 |
Avg Bars in Losers | 35 | 28 | 45 | 35 | 28 | 45 |
Bars Traded | 9272 | 4179 | 5093 | 9272 | 4179 | 5093 |
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 | 343949 | 271867 | -297476 | -234735 | -281644 | -235911 |
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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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