Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201738.5832 | 134523.516 | 67215.0672 | 226255.8409 | 104673.4589 | 121582.382 |
Total P&L (%) | 201.7386 | 134.5235 | 67.2151 | 226.2558 | 104.6735 | 121.5824 |
Avg Daily Profit (%) | 0.1937 | 0.1291 | 0.0645 | 0.1136 | 0.0688 | 0.0764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97303 | -67795 | -51732 | -554536 | -372414 | -339366 |
Profit Factor | 1.3513 | 1.472 | 1.2323 | 1.129 | 1.1203 | 1.1375 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 149 | 69 | 80 | 149 | 69 | 80 |
Losing Trades | 172 | 92 | 80 | 172 | 92 | 80 |
Profitability (%) | 46.4174 | 42.8571 | 50 | 46.4174 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 1.5598 | 1.9627 | 1.2323 | 1.3032 | 1.4937 | 1.1375 |
Largest Winning Trade | 84666 | 84666 | 26925 | 285801 | 285801 | 182374 |
Largest Losing Trade | -16807 | -16488 | -16807 | -141183 | -60252 | -141183 |
Avg Bars in Trades | 76 | 69 | 84 | 76 | 69 | 84 |
Avg Bars in Winners | 105 | 103 | 107 | 105 | 103 | 107 |
Avg Bars in Losers | 52 | 44 | 61 | 52 | 44 | 61 |
Bars Traded | 24674 | 11199 | 13475 | 24674 | 11199 | 13475 |
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 | 336983 | -20852 | -107000 | -119738 | -191807 | -159908 |
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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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