Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447331.358 | 201345.5784 | 245985.7796 | 676125.9915 | -91019.7397 | 767145.7312 |
Total P&L (%) | 447.3314 | 201.3456 | 245.9858 | 676.126 | -91.0197 | 767.1457 |
Avg Daily Profit (%) | 0.2561 | 0.1153 | 0.1408 | 0.1174 | -0.1379 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87257 | -121043 | -66296 | -300002 | -381017 | -138054 |
Profit Factor | 1.7303 | 1.4938 | 2.2014 | 1.3309 | 0.9379 | 2.33 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 82 | 32 | 50 | 82 | 32 | 50 |
Losing Trades | 76 | 47 | 29 | 76 | 47 | 29 |
Profitability (%) | 51.8987 | 40.5063 | 63.2911 | 51.8987 | 40.5063 | 63.2911 |
Ratio Avg Win / Avg Loss | 1.6037 | 2.194 | 1.2768 | 1.2336 | 1.3776 | 1.3514 |
Largest Winning Trade | 163548 | 163548 | 51938 | 234479 | 226534 | 234479 |
Largest Losing Trade | -30159 | -30159 | -29022 | -142195 | -142195 | -120472 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 56 | 66 | 49 | 56 | 66 | 49 |
Avg Bars in Losers | 27 | 28 | 25 | 27 | 28 | 25 |
Bars Traded | 6680 | 3462 | 3218 | 6680 | 3462 | 3218 |
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 | 448366 | -67363 | -26892 | -34513 | -609761 | -49014 |
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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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