Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448594.722 | 281374.9227 | 167219.7994 | 376388.6195 | -35329.4322 | 411718.0518 |
Total P&L (%) | 448.5947 | 281.3749 | 167.2198 | 376.3886 | -35.3294 | 411.7181 |
Avg Daily Profit (%) | 0.2572 | 0.1613 | 0.0959 | 0.0896 | -0.025 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145252 | -148448 | -70448 | -272601 | -259317 | -177214 |
Profit Factor | 1.5998 | 1.7018 | 1.482 | 1.1907 | 0.9677 | 1.4676 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 76 | 30 | 46 | 76 | 30 | 46 |
Losing Trades | 83 | 50 | 33 | 83 | 50 | 33 |
Profitability (%) | 47.7987 | 37.5 | 58.2278 | 47.7987 | 37.5 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.7472 | 2.8364 | 1.0631 | 1.3004 | 1.6128 | 1.0529 |
Largest Winning Trade | 154241 | 154241 | 52609 | 194659 | 194659 | 145737 |
Largest Losing Trade | -30517 | -26239 | -30517 | -144139 | -114914 | -144139 |
Avg Bars in Trades | 32 | 25 | 39 | 32 | 25 | 39 |
Avg Bars in Winners | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Losers | 21 | 15 | 30 | 21 | 15 | 30 |
Bars Traded | 5125 | 2019 | 3106 | 5125 | 2019 | 3106 |
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 | 400117 | -13526 | -89380 | -84132 | -602041 | -92437 |
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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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