Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450140.6829 | 312117.7904 | 138022.8925 | 784838.5854 | 526284.5524 | 258554.033 |
Total P&L (%) | 450.1407 | 312.1178 | 138.0229 | 784.8386 | 526.2846 | 258.554 |
Avg Daily Profit (%) | 0.3303 | 0.229 | 0.1013 | 0.1601 | 0.1347 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175277 | -91240 | -89114 | -353195 | -192148 | -218884 |
Profit Factor | 1.5628 | 1.7582 | 1.3556 | 1.3233 | 1.3986 | 1.2335 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 52.6316 | 47.6744 | 57.6471 | 52.6316 | 47.6744 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.4065 | 1.9298 | 0.9959 | 1.1909 | 1.535 | 0.9062 |
Largest Winning Trade | 74958 | 74958 | 56865 | 281245 | 281245 | 177430 |
Largest Losing Trade | -49356 | -33222 | -49356 | -170591 | -170591 | -154655 |
Avg Bars in Trades | 90 | 72 | 109 | 90 | 72 | 109 |
Avg Bars in Winners | 109 | 68 | 142 | 109 | 68 | 142 |
Avg Bars in Losers | 70 | 75 | 64 | 70 | 75 | 64 |
Bars Traded | 15536 | 6237 | 9299 | 15536 | 6237 | 9299 |
Profit Streak | 0 | 0 | 20.2649 | 0 | 0 | 20.2649 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419817 | 359078 | -57786 | 329748 | -12196 | -68583 |
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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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