Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428748.1406 | 273557.4651 | 155190.6754 | 526140.8145 | 483222.0392 | 42918.7753 |
Total P&L (%) | 428.7481 | 273.5575 | 155.1907 | 526.1408 | 483.222 | 42.9188 |
Avg Daily Profit (%) | 0.3144 | 0.2006 | 0.1138 | 0.1346 | 0.1294 | 0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103392 | -80225 | -60539 | -431792 | -232178 | -452257 |
Profit Factor | 1.6133 | 1.8611 | 1.4069 | 1.1981 | 1.4595 | 1.0268 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 42.3077 | 39.7436 | 44.8718 | 42.3077 | 39.7436 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.2 | 2.8217 | 1.7285 | 1.6338 | 2.2128 | 1.2614 |
Largest Winning Trade | 157877 | 157877 | 41123 | 265913 | 211967 | 265913 |
Largest Losing Trade | -46514 | -19862 | -46514 | -210913 | -78410 | -210913 |
Avg Bars in Trades | 103 | 86 | 119 | 103 | 86 | 119 |
Avg Bars in Winners | 169 | 144 | 191 | 169 | 144 | 191 |
Avg Bars in Losers | 54 | 48 | 60 | 54 | 48 | 60 |
Bars Traded | 16076 | 6751 | 9325 | 16076 | 6751 | 9325 |
Profit Streak | 0 | 40.3033 | 0 | 0 | 40.3033 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341252 | -26739 | -75653 | -16540 | -55985 | -387390 |
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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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