Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177141.1499 | 100101.3662 | 77039.7837 | 292657.5381 | 201880.1307 | 90777.4074 |
Total P&L (%) | 177.1412 | 100.1014 | 77.0398 | 292.6575 | 201.8801 | 90.7774 |
Avg Daily Profit (%) | 0.3401 | 0.1922 | 0.1479 | 0.263 | 0.2124 | 0.1241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50401 | -41188 | -26827 | -110937 | -59688 | -108863 |
Profit Factor | 1.5878 | 1.7123 | 1.479 | 1.4903 | 1.8622 | 1.2503 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 55.7047 | 50.6667 | 60.8108 | 55.7047 | 50.6667 | 60.8108 |
Ratio Avg Win / Avg Loss | 1.2626 | 1.6673 | 0.9532 | 1.1851 | 1.8132 | 0.8057 |
Largest Winning Trade | 29282 | 29282 | 16957 | 43897 | 43897 | 30253 |
Largest Losing Trade | -23249 | -23249 | -19350 | -96040 | -30479 | -96040 |
Avg Bars in Trades | 164 | 174 | 153 | 164 | 174 | 153 |
Avg Bars in Winners | 139 | 148 | 130 | 139 | 148 | 130 |
Avg Bars in Losers | 195 | 199 | 189 | 195 | 199 | 189 |
Bars Traded | 24449 | 13056 | 11393 | 24449 | 13056 | 11393 |
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 | 404146 | -46641 | -59420 | 358952 | -46179 | -92576 |
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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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