Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386460.7056 | 312850.1828 | 73610.5228 | 282351.9687 | 148190.9886 | 134160.9801 |
Total P&L (%) | 386.4607 | 312.8502 | 73.6105 | 282.352 | 148.191 | 134.161 |
Avg Daily Profit (%) | 0.1749 | 0.1416 | 0.0333 | 0.0607 | 0.0411 | 0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182162 | -97956 | -92560 | -807379 | -400092 | -410351 |
Profit Factor | 1.4594 | 1.7913 | 1.1651 | 1.0955 | 1.1012 | 1.0898 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 44.6927 | 38.2022 | 51.1111 | 44.6927 | 38.2022 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.806 | 2.8977 | 1.1144 | 1.3556 | 1.7813 | 1.0425 |
Largest Winning Trade | 114133 | 114133 | 35603 | 243254 | 243254 | 160740 |
Largest Losing Trade | -33844 | -33844 | -27749 | -143792 | -143792 | -125545 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 70 | 73 | 68 | 70 | 73 | 68 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 8762 | 4174 | 4588 | 8762 | 4174 | 4588 |
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 | 304162 | -5565 | -187480 | -228509 | -250954 | -263335 |
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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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