Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461583.8405 | 356337.922 | 105245.9185 | 192741.0128 | 26777.7444 | 165963.2684 |
Total P&L (%) | 461.5838 | 356.3379 | 105.2459 | 192.741 | 26.7777 | 165.9633 |
Avg Daily Profit (%) | 0.2407 | 0.1858 | 0.0549 | 0.056 | 0.0124 | 0.051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113410 | -88306 | -87851 | -785779 | -650472 | -411522 |
Profit Factor | 1.5049 | 1.7657 | 1.2345 | 1.0528 | 1.0138 | 1.0972 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 43.1953 | 40 | 46.4286 | 43.1953 | 40 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.9791 | 2.6486 | 1.4244 | 1.3845 | 1.5207 | 1.266 |
Largest Winning Trade | 170834 | 170834 | 56347 | 552912 | 552912 | 259328 |
Largest Losing Trade | -43474 | -28313 | -43474 | -166641 | -166641 | -138639 |
Avg Bars in Trades | 66 | 54 | 78 | 66 | 54 | 78 |
Avg Bars in Winners | 82 | 64 | 98 | 82 | 64 | 98 |
Avg Bars in Losers | 54 | 47 | 61 | 54 | 47 | 61 |
Bars Traded | 11226 | 4595 | 6631 | 11226 | 4595 | 6631 |
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 | 311595 | 238770 | -121658 | -282311 | -388178 | -240101 |
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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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