Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452845.951 | 285796.8632 | 167049.0878 | 1141813.4909 | 315400.3732 | 826413.1177 |
Total P&L (%) | 452.846 | 285.7969 | 167.0491 | 1141.8135 | 315.4004 | 826.4131 |
Avg Daily Profit (%) | 0.2406 | 0.1518 | 0.0888 | 0.1339 | 0.0757 | 0.1183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58821 | -74409 | -41063 | -1156206 | -1031532 | -722705 |
Profit Factor | 1.7119 | 1.8139 | 1.5861 | 1.1599 | 1.0779 | 1.2673 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 43.125 | 36.25 | 50 | 43.125 | 36.25 | 50 |
Ratio Avg Win / Avg Loss | 2.2577 | 3.19 | 1.5861 | 1.5298 | 1.8957 | 1.2673 |
Largest Winning Trade | 162229 | 162229 | 39193 | 534099 | 534099 | 432437 |
Largest Losing Trade | -25496 | -25496 | -19291 | -347433 | -347433 | -312349 |
Avg Bars in Trades | 67 | 65 | 68 | 67 | 65 | 68 |
Avg Bars in Winners | 96 | 103 | 90 | 96 | 103 | 90 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 10734 | 5249 | 5485 | 10734 | 5249 | 5485 |
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 | 337569 | -14154 | -90983 | -59134 | -250385 | -54169 |
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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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