Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505086.1718 | 438837.394 | 66248.7778 | 172751.78 | 151330.1067 | 21421.6733 |
Total P&L (%) | 505.0862 | 438.8374 | 66.2488 | 172.7518 | 151.3301 | 21.4217 |
Avg Daily Profit (%) | 0.3122 | 0.2712 | 0.0409 | 0.062 | 0.057 | 0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154260 | -88045 | -162759 | -367655 | -304739 | -256091 |
Profit Factor | 1.5369 | 1.9236 | 1.1423 | 1.0823 | 1.1337 | 1.0221 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 47.619 | 44.0476 | 51.1905 | 47.619 | 44.0476 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.6906 | 2.4435 | 1.0892 | 1.1905 | 1.4401 | 0.9746 |
Largest Winning Trade | 170381 | 170381 | 49692 | 211604 | 211604 | 144392 |
Largest Losing Trade | -53316 | -47509 | -53316 | -120571 | -109653 | -120571 |
Avg Bars in Trades | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Winners | 152 | 165 | 140 | 152 | 165 | 140 |
Avg Bars in Losers | 77 | 72 | 84 | 77 | 72 | 84 |
Bars Traded | 19035 | 9529 | 9506 | 19035 | 9529 | 9506 |
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 | 417361 | 332584 | -202644 | -240161 | -192904 | -380778 |
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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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