Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418915.6848 | 271734.2066 | 147181.4782 | 504206.8689 | 437935.7152 | 66271.1537 |
Total P&L (%) | 418.9157 | 271.7342 | 147.1815 | 504.2069 | 437.9357 | 66.2712 |
Avg Daily Profit (%) | 0.3072 | 0.1993 | 0.1079 | 0.132 | 0.1235 | 0.0373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89954 | -83454 | -45544 | -430636 | -433271 | -308073 |
Profit Factor | 1.5712 | 1.6849 | 1.4372 | 1.2052 | 1.3407 | 1.0565 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 40.3846 | 32.0513 | 48.7179 | 40.3846 | 32.0513 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.3194 | 3.5719 | 1.5128 | 1.779 | 2.8422 | 1.1121 |
Largest Winning Trade | 143308 | 143308 | 42037 | 249641 | 249641 | 118899 |
Largest Losing Trade | -26070 | -12607 | -26070 | -143160 | -85978 | -143160 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 30 | 35 | 27 | 30 | 35 | 27 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 2691 | 1329 | 1361 | 2691 | 1329 | 1361 |
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 | 314843 | -30353 | -81526 | -18407 | -67887 | -336341 |
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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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