Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599341.1823 | 504054.25 | 95286.9323 | 286946.4811 | 144584.0044 | 142362.4767 |
Total P&L (%) | 599.3412 | 504.0543 | 95.2869 | 286.9465 | 144.584 | 142.3625 |
Avg Daily Profit (%) | 0.3106 | 0.2612 | 0.0494 | 0.0701 | 0.0464 | 0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156875 | -96073 | -166311 | -248623 | -282154 | -204207 |
Profit Factor | 1.5934 | 2.1314 | 1.1688 | 1.1615 | 1.1697 | 1.1539 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 46.2857 | 43.1818 | 49.4253 | 46.2857 | 43.1818 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.8491 | 2.8045 | 1.196 | 1.3479 | 1.539 | 1.1807 |
Largest Winning Trade | 113736 | 113736 | 64704 | 157901 | 157901 | 136025 |
Largest Losing Trade | -84694 | -30825 | -84694 | -123913 | -96054 | -123913 |
Avg Bars in Trades | 129 | 88 | 170 | 129 | 88 | 170 |
Avg Bars in Winners | 189 | 114 | 256 | 189 | 114 | 256 |
Avg Bars in Losers | 77 | 69 | 86 | 77 | 69 | 86 |
Bars Traded | 22671 | 7811 | 14860 | 22671 | 7811 | 14860 |
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 | 411940 | 347191 | -162379 | -142724 | -166749 | -183396 |
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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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