Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152879.5636 | 104240.3019 | 48639.2617 | 136485.2177 | 164840.3182 | -28355.1005 |
Total P&L (%) | 152.8796 | 104.2403 | 48.6393 | 136.4852 | 164.8403 | -28.3551 |
Avg Daily Profit (%) | 0.1662 | 0.1133 | 0.0529 | 0.0936 | 0.1059 | -0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60705 | -37029 | -47225 | -295895 | -155183 | -231325 |
Profit Factor | 1.3907 | 1.7188 | 1.1975 | 1.1257 | 1.4191 | 0.9591 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 51.3966 | 51.1111 | 51.6854 | 51.3966 | 51.1111 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.3151 | 1.6441 | 1.1194 | 1.0645 | 1.3574 | 0.8965 |
Largest Winning Trade | 49815 | 49815 | 31067 | 122016 | 122016 | 75957 |
Largest Losing Trade | -29802 | -16438 | -29802 | -132580 | -87513 | -132580 |
Avg Bars in Trades | 120 | 76 | 165 | 120 | 76 | 165 |
Avg Bars in Winners | 162 | 86 | 238 | 162 | 86 | 238 |
Avg Bars in Losers | 77 | 65 | 88 | 77 | 65 | 88 |
Bars Traded | 21645 | 6879 | 14766 | 21645 | 6879 | 14766 |
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 | 327183 | -38658 | -127165 | -149170 | -50948 | -580875 |
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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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