Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388183.2434 | 311615.9694 | 76567.274 | 94628.3494 | 103283.6865 | -8655.3371 |
Total P&L (%) | 388.1832 | 311.616 | 76.5673 | 94.6283 | 103.2837 | -8.6553 |
Avg Daily Profit (%) | 0.1796 | 0.1442 | 0.0354 | 0.0308 | 0.0328 | -0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121709 | -94422 | -125407 | -482061 | -297022 | -285527 |
Profit Factor | 1.4039 | 1.7269 | 1.1438 | 1.0386 | 1.0928 | 0.9935 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 45.3488 | 44.186 | 46.5116 | 45.3488 | 44.186 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.6919 | 2.1813 | 1.3154 | 1.2517 | 1.3804 | 1.1425 |
Largest Winning Trade | 145258 | 145258 | 47805 | 166268 | 166268 | 133199 |
Largest Losing Trade | -38754 | -38754 | -32454 | -167909 | -167909 | -160336 |
Avg Bars in Trades | 47 | 42 | 53 | 47 | 42 | 53 |
Avg Bars in Winners | 63 | 53 | 72 | 63 | 53 | 72 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 8243 | 3665 | 4578 | 8243 | 3665 | 4578 |
Profit Streak | 0 | 0 | 76.459 | 0 | 0 | 76.459 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301268 | 2944 | -209022 | -330658 | -270099 | -580234 |
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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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