Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378168.0789 | 244128.6844 | 134039.3945 | 494826.7284 | 553135.3848 | -58308.6564 |
Total P&L (%) | 378.1681 | 244.1287 | 134.0394 | 494.8267 | 553.1354 | -58.3087 |
Avg Daily Profit (%) | 0.2233 | 0.1441 | 0.0791 | 0.1053 | 0.1109 | -0.0516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96965 | -51002 | -74770 | -1320813 | -527140 | -881860 |
Profit Factor | 1.5632 | 1.7962 | 1.3674 | 1.0955 | 1.2281 | 0.9789 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 42.1053 | 37.6471 | 46.5116 | 42.1053 | 37.6471 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.1494 | 2.9749 | 1.5725 | 1.5063 | 2.034 | 1.1257 |
Largest Winning Trade | 82636 | 82636 | 55830 | 669667 | 669667 | 361568 |
Largest Losing Trade | -38296 | -20456 | -38296 | -369187 | -247639 | -369187 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 85 | 86 | 84 | 85 | 86 | 84 |
Avg Bars in Losers | 39 | 35 | 44 | 39 | 35 | 44 |
Bars Traded | 10062 | 4658 | 5404 | 10062 | 4658 | 5404 |
Profit Streak | 0 | 41.3706 | 0 | 0 | 41.3706 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304161 | -1809 | -87368 | -168929 | -48411 | -580792 |
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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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