Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408359.3992 | 85576.9725 | 322782.4267 | 1112967.6178 | 355360.6128 | 757607.005 |
Total P&L (%) | 408.3594 | 85.577 | 322.7824 | 1112.9676 | 355.3606 | 757.607 |
Avg Daily Profit (%) | 0.2666 | 0.0559 | 0.2107 | 0.1631 | 0.099 | 0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62730 | -78181 | -68106 | -315979 | -343846 | -399449 |
Profit Factor | 1.7118 | 1.2603 | 2.3176 | 1.4422 | 1.2654 | 1.643 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 50 | 46.1538 | 53.8462 | 50 | 46.1538 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.7118 | 1.4704 | 1.9865 | 1.4422 | 1.4763 | 1.4083 |
Largest Winning Trade | 84995 | 84995 | 35676 | 277507 | 277507 | 267029 |
Largest Losing Trade | -40119 | -24895 | -40119 | -210662 | -142451 | -210662 |
Avg Bars in Trades | 116 | 96 | 135 | 116 | 96 | 135 |
Avg Bars in Winners | 115 | 84 | 143 | 115 | 84 | 143 |
Avg Bars in Losers | 116 | 107 | 126 | 116 | 107 | 126 |
Bars Traded | 18102 | 7539 | 10563 | 18102 | 7539 | 10563 |
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 | 441067 | -154422 | -21833 | 341719 | -96859 | -37147 |
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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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