Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220048.9776 | 124567.4169 | 95481.5607 | 117584.5048 | 139103.4224 | -21518.9175 |
Total P&L (%) | 220.049 | 124.5674 | 95.4816 | 117.5845 | 139.1034 | -21.5189 |
Avg Daily Profit (%) | 0.2112 | 0.1196 | 0.0917 | 0.0747 | 0.0837 | -0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117425 | -109902 | -57323 | -623494 | -430063 | -394082 |
Profit Factor | 1.3457 | 1.3689 | 1.3195 | 1.0494 | 1.1155 | 0.9817 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3457 | 1.7111 | 1.0556 | 1.0494 | 1.3944 | 0.7854 |
Largest Winning Trade | 105014 | 105014 | 36729 | 228833 | 228833 | 110637 |
Largest Losing Trade | -30447 | -21290 | -30447 | -150833 | -93335 | -150833 |
Avg Bars in Trades | 135 | 118 | 153 | 135 | 118 | 153 |
Avg Bars in Winners | 156 | 134 | 174 | 156 | 134 | 174 |
Avg Bars in Losers | 115 | 105 | 127 | 115 | 105 | 127 |
Bars Traded | 24444 | 10647 | 13797 | 24444 | 10647 | 13797 |
Profit Streak | 0 | 0 | 19.8778 | 0 | 0 | 19.8778 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324826 | -34219 | -69425 | -258541 | -177137 | -579815 |
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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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