Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398338.2808 | 376177.3591 | 22160.9217 | 15819.9429 | 26384.9925 | -10565.0496 |
Total P&L (%) | 398.3383 | 376.1774 | 22.1609 | 15.8199 | 26.385 | -10.5651 |
Avg Daily Profit (%) | 0.1587 | 0.1499 | 0.0088 | 0.0059 | 0.0093 | -0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174783 | -153316 | -97422 | -444987 | -403391 | -236549 |
Profit Factor | 1.5007 | 1.9663 | 1.0545 | 1.011 | 1.0382 | 0.9859 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 46.875 | 47.5 | 46.25 | 46.875 | 47.5 | 46.25 |
Ratio Avg Win / Avg Loss | 1.7008 | 2.1733 | 1.2256 | 1.1458 | 1.1475 | 1.1457 |
Largest Winning Trade | 286637 | 286637 | 53479 | 184563 | 184563 | 134083 |
Largest Losing Trade | -40323 | -40323 | -30730 | -122633 | -93809 | -122633 |
Avg Bars in Trades | 61 | 65 | 56 | 61 | 65 | 56 |
Avg Bars in Winners | 82 | 85 | 79 | 82 | 85 | 79 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 9781 | 5229 | 4552 | 9781 | 5229 | 4552 |
Profit Streak | 0 | 0 | 25.0796 | 0 | 0 | 25.0796 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335245 | -9692 | -367387 | -403483 | -382766 | -599484 |
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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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