Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439150.9002 | 312940.9459 | 126209.9542 | 330484.7799 | 132689.7598 | 197795.0201 |
Total P&L (%) | 439.1509 | 312.9409 | 126.21 | 330.4848 | 132.6898 | 197.795 |
Avg Daily Profit (%) | 0.2282 | 0.1627 | 0.0656 | 0.0759 | 0.0439 | 0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97515 | -85836 | -69446 | -792585 | -511798 | -380616 |
Profit Factor | 1.5256 | 1.7214 | 1.3142 | 1.0764 | 1.058 | 1.0971 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 44.2424 | 40.9639 | 47.561 | 44.2424 | 40.9639 | 47.561 |
Ratio Avg Win / Avg Loss | 1.9227 | 2.4808 | 1.449 | 1.3566 | 1.5247 | 1.2097 |
Largest Winning Trade | 126066 | 126066 | 44715 | 489030 | 489030 | 204999 |
Largest Losing Trade | -27431 | -27431 | -26485 | -193615 | -193615 | -185410 |
Avg Bars in Trades | 68 | 61 | 74 | 68 | 61 | 74 |
Avg Bars in Winners | 98 | 90 | 105 | 98 | 90 | 105 |
Avg Bars in Losers | 43 | 41 | 46 | 43 | 41 | 46 |
Bars Traded | 11226 | 5107 | 6119 | 11226 | 5107 | 6119 |
Profit Streak | 0 | 0 | 52.316 | 0 | 0 | 52.316 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326223 | 241862 | -110014 | -229462 | -293762 | -235691 |
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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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