Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338340.9634 | 276161.6433 | 62179.3201 | 236367.4173 | 221469.4285 | 14897.9888 |
Total P&L (%) | 338.341 | 276.1616 | 62.1793 | 236.3674 | 221.4694 | 14.898 |
Avg Daily Profit (%) | 0.1533 | 0.1251 | 0.0282 | 0.055 | 0.0529 | 0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161793 | -104896 | -86314 | -623352 | -319484 | -366110 |
Profit Factor | 1.4838 | 1.8341 | 1.1689 | 1.1041 | 1.2109 | 1.0122 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 45.3947 | 40.7895 | 50 | 45.3947 | 40.7895 | 50 |
Ratio Avg Win / Avg Loss | 1.7849 | 2.6623 | 1.1689 | 1.3282 | 1.7577 | 1.0122 |
Largest Winning Trade | 99973 | 99973 | 47037 | 183226 | 183226 | 163000 |
Largest Losing Trade | -35969 | -18347 | -35969 | -162093 | -81653 | -162093 |
Avg Bars in Trades | 85 | 78 | 92 | 85 | 78 | 92 |
Avg Bars in Winners | 130 | 128 | 131 | 130 | 128 | 131 |
Avg Bars in Losers | 48 | 43 | 53 | 48 | 43 | 53 |
Bars Traded | 12992 | 5950 | 7042 | 12992 | 5950 | 7042 |
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 | 307639 | -75563 | -240002 | -226494 | -174646 | -454361 |
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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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