Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304427.5641 | 112992.5582 | 191435.0059 | 241170.5993 | -64665.8053 | 305836.4045 |
Total P&L (%) | 304.4276 | 112.9926 | 191.435 | 241.1706 | -64.6658 | 305.8364 |
Avg Daily Profit (%) | 0.2062 | 0.0765 | 0.1296 | 0.0831 | -0.0704 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86050 | -94752 | -58235 | -576181 | -435007 | -426782 |
Profit Factor | 1.4341 | 1.2745 | 1.6612 | 1.0847 | 0.9557 | 1.2206 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 45.4545 | 43.1818 | 47.7273 | 45.4545 | 43.1818 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.721 | 1.6769 | 1.8194 | 1.3017 | 1.2575 | 1.3368 |
Largest Winning Trade | 67704 | 67704 | 54285 | 220892 | 97351 | 220892 |
Largest Losing Trade | -35409 | -33490 | -35409 | -306911 | -153737 | -306911 |
Avg Bars in Trades | 99 | 93 | 104 | 99 | 93 | 104 |
Avg Bars in Winners | 145 | 132 | 157 | 145 | 132 | 157 |
Avg Bars in Losers | 60 | 64 | 55 | 60 | 64 | 55 |
Bars Traded | 17447 | 8258 | 9189 | 17447 | 8258 | 9189 |
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 | 318335 | -92707 | -17998 | -210112 | -582081 | -67861 |
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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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