Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452593.2774 | 282708.636 | 169884.6414 | 770884.9112 | 585330.3939 | 185554.5172 |
Total P&L (%) | 452.5933 | 282.7086 | 169.8846 | 770.8849 | 585.3304 | 185.5545 |
Avg Daily Profit (%) | 0.3327 | 0.2078 | 0.1249 | 0.1592 | 0.1416 | 0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92601 | -84673 | -43315 | -520702 | -503700 | -291843 |
Profit Factor | 1.657 | 1.7499 | 1.5448 | 1.2811 | 1.4028 | 1.1439 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 59 | 22 | 37 | 59 | 22 | 37 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 40.1361 | 29.7297 | 50.6849 | 40.1361 | 29.7297 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.4715 | 4.1361 | 1.5031 | 1.9108 | 3.3158 | 1.113 |
Largest Winning Trade | 143308 | 143308 | 41453 | 297351 | 297351 | 142054 |
Largest Losing Trade | -26070 | -12607 | -26070 | -182462 | -109582 | -182462 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 31 | 37 | 28 | 31 | 37 | 28 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 2681 | 1318 | 1363 | 2681 | 1318 | 1363 |
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 | 314067 | -62144 | -95214 | 201572 | -74952 | -223761 |
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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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