Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289374.6425 | 110620.6592 | 178753.9833 | 631252.9826 | 44279.7213 | 586973.2613 |
Total P&L (%) | 289.3746 | 110.6207 | 178.754 | 631.253 | 44.2797 | 586.9733 |
Avg Daily Profit (%) | 0.2604 | 0.0995 | 0.1608 | 0.1792 | 0.033 | 0.1736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61807 | -49882 | -35581 | -526213 | -530404 | -330327 |
Profit Factor | 1.7299 | 1.4878 | 2.0533 | 1.2814 | 1.0338 | 1.6295 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 50.9202 | 43.9024 | 58.0247 | 50.9202 | 43.9024 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.6674 | 1.9011 | 1.4854 | 1.2351 | 1.321 | 1.1788 |
Largest Winning Trade | 71150 | 71150 | 34700 | 256751 | 171362 | 256751 |
Largest Losing Trade | -27995 | -19867 | -27995 | -208499 | -156109 | -208499 |
Avg Bars in Trades | 80 | 58 | 101 | 80 | 58 | 101 |
Avg Bars in Winners | 101 | 58 | 134 | 101 | 58 | 134 |
Avg Bars in Losers | 57 | 58 | 55 | 57 | 58 | 55 |
Bars Traded | 13041 | 4822 | 8219 | 13041 | 4822 | 8219 |
Profit Streak | 0 | 0 | 8.2242 | 0 | 0 | 8.2242 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446018 | -64574 | 4011 | 316928 | -340846 | -181 |
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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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