Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593847.4357 | 414711.4024 | 179136.0333 | 813355.756 | 205240.3763 | 608115.3797 |
Total P&L (%) | 593.8474 | 414.7114 | 179.136 | 813.3558 | 205.2404 | 608.1154 |
Avg Daily Profit (%) | 0.3409 | 0.2381 | 0.1028 | 0.1271 | 0.0641 | 0.1124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114108 | -136125 | -53394 | -358614 | -402297 | -198024 |
Profit Factor | 1.6805 | 1.7802 | 1.5251 | 1.2936 | 1.1211 | 1.5653 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 50.8671 | 45.977 | 55.814 | 50.8671 | 45.977 | 55.814 |
Ratio Avg Win / Avg Loss | 1.6232 | 2.0917 | 1.2074 | 1.2495 | 1.3173 | 1.2392 |
Largest Winning Trade | 179216 | 179216 | 57020 | 254567 | 254567 | 146578 |
Largest Losing Trade | -34604 | -33444 | -34604 | -198024 | -135277 | -198024 |
Avg Bars in Trades | 59 | 57 | 60 | 59 | 57 | 60 |
Avg Bars in Winners | 72 | 73 | 72 | 72 | 73 | 72 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 10265 | 5021 | 5244 | 10265 | 5021 | 5244 |
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 | 483999 | 339717 | -53791 | -21898 | -196527 | -40333 |
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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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