Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442160.4779 | 325029.3738 | 117131.104 | 703456.3381 | 231192.8356 | 472263.5024 |
Total P&L (%) | 442.1605 | 325.0294 | 117.1311 | 703.4563 | 231.1928 | 472.2635 |
Avg Daily Profit (%) | 0.2356 | 0.1732 | 0.0624 | 0.1111 | 0.0638 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96554 | -68968 | -95501 | -662526 | -558232 | -244421 |
Profit Factor | 1.6258 | 1.8732 | 1.3503 | 1.2278 | 1.1294 | 1.363 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 50 | 46.7532 | 53.2468 | 50 | 46.7532 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.6258 | 2.1333 | 1.1857 | 1.2278 | 1.2862 | 1.1968 |
Largest Winning Trade | 88604 | 88604 | 40179 | 450531 | 450531 | 251801 |
Largest Losing Trade | -44704 | -41503 | -44704 | -240850 | -240850 | -124885 |
Avg Bars in Trades | 143 | 125 | 161 | 143 | 125 | 161 |
Avg Bars in Winners | 159 | 131 | 183 | 159 | 131 | 183 |
Avg Bars in Losers | 127 | 120 | 136 | 127 | 120 | 136 |
Bars Traded | 22105 | 9685 | 12420 | 22105 | 9685 | 12420 |
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 | 425175 | -32273 | -150733 | -43811 | -229134 | -109878 |
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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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