Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376752.3415 | 70658.7059 | 306093.6356 | 973857.9148 | 323908.8972 | 649949.0175 |
Total P&L (%) | 376.7523 | 70.6587 | 306.0936 | 973.8579 | 323.9089 | 649.949 |
Avg Daily Profit (%) | 0.2457 | 0.0461 | 0.1996 | 0.1549 | 0.0942 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61511 | -63195 | -43434 | -338259 | -251085 | -209172 |
Profit Factor | 1.6723 | 1.2299 | 2.2098 | 1.4991 | 1.3296 | 1.6711 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 50.625 | 42.5 | 58.75 | 50.625 | 42.5 | 58.75 |
Ratio Avg Win / Avg Loss | 1.631 | 1.6639 | 1.5516 | 1.4621 | 1.7989 | 1.1733 |
Largest Winning Trade | 63385 | 60605 | 63385 | 181600 | 161537 | 181600 |
Largest Losing Trade | -34226 | -24040 | -34226 | -120374 | -92278 | -120374 |
Avg Bars in Trades | 28 | 18 | 37 | 28 | 18 | 37 |
Avg Bars in Winners | 35 | 21 | 46 | 35 | 21 | 46 |
Avg Bars in Losers | 20 | 16 | 25 | 20 | 16 | 25 |
Bars Traded | 4537 | 1517 | 3020 | 4537 | 1517 | 3020 |
Profit Streak | 0 | 118.8468 | 0 | 0 | 118.8468 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445542 | -151285 | -6223 | 365398 | -86478 | -33101 |
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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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