Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370760.9509 | 356914.2202 | 13846.7307 | 37011.3953 | 34371.8084 | 2639.5869 |
Total P&L (%) | 370.761 | 356.9142 | 13.8467 | 37.0114 | 34.3718 | 2.6396 |
Avg Daily Profit (%) | 0.1584 | 0.1525 | 0.0059 | 0.0135 | 0.0126 | 0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153525 | -88385 | -210859 | -148479 | -90331 | -134323 |
Profit Factor | 1.4154 | 1.8403 | 1.0296 | 1.0756 | 1.1397 | 1.0108 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 49.4118 | 47.0588 | 51.7647 | 49.4118 | 47.0588 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.4491 | 2.0703 | 0.9594 | 1.1012 | 1.2822 | 0.9419 |
Largest Winning Trade | 201620 | 201620 | 57774 | 43776 | 43776 | 41871 |
Largest Losing Trade | -44433 | -43190 | -44433 | -53066 | -53066 | -28303 |
Avg Bars in Trades | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Winners | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 9269 | 4444 | 4825 | 9269 | 4444 | 4825 |
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 | 313784 | 332514 | -420755 | -314085 | -247021 | -567476 |
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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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