Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179314.778 | 79215.0299 | 100099.7481 | 233634.4897 | 70852.9005 | 162781.5892 |
Total P&L (%) | 179.3148 | 79.215 | 100.0997 | 233.6345 | 70.8529 | 162.7816 |
Avg Daily Profit (%) | 0.3443 | 0.1521 | 0.1922 | 0.2316 | 0.1029 | 0.1857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51609 | -38009 | -50854 | -106923 | -65477 | -67146 |
Profit Factor | 1.4984 | 1.5187 | 1.4835 | 1.3272 | 1.2167 | 1.4205 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 50 | 42.5 | 57.5 | 50 | 42.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.4984 | 2.0548 | 1.0965 | 1.3272 | 1.6462 | 1.05 |
Largest Winning Trade | 63878 | 63878 | 25035 | 55830 | 55830 | 43394 |
Largest Losing Trade | -25028 | -12728 | -25028 | -44902 | -35098 | -44902 |
Avg Bars in Trades | 154 | 95 | 214 | 154 | 95 | 214 |
Avg Bars in Winners | 160 | 107 | 200 | 160 | 107 | 200 |
Avg Bars in Losers | 148 | 87 | 232 | 148 | 87 | 232 |
Bars Traded | 24781 | 7651 | 17130 | 24781 | 7651 | 17130 |
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 | 375130 | -13200 | -10017 | 302792 | -77870 | -10457 |
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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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