Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402390.1882 | 349841.1202 | 52549.068 | 178069.9333 | 65396.8987 | 112673.0347 |
Total P&L (%) | 402.3902 | 349.8411 | 52.5491 | 178.0699 | 65.3969 | 112.673 |
Avg Daily Profit (%) | 0.3755 | 0.3264 | 0.049 | 0.0955 | 0.047 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124206 | -78566 | -79250 | -801694 | -510426 | -340348 |
Profit Factor | 1.7362 | 2.3371 | 1.1844 | 1.0566 | 1.0424 | 1.0704 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 46.875 | 41.25 | 52.5 | 46.875 | 41.25 | 52.5 |
Ratio Avg Win / Avg Loss | 1.9677 | 3.3286 | 1.0716 | 1.1975 | 1.4846 | 0.9684 |
Largest Winning Trade | 375889 | 375889 | 41160 | 442681 | 442681 | 183879 |
Largest Losing Trade | -33652 | -18063 | -33652 | -233313 | -100651 | -233313 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 6090 | 2923 | 3167 | 6090 | 2923 | 3167 |
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 | 433261 | -9708 | -165386 | -224095 | -327242 | -262805 |
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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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