Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321704.8527 | 151201.8795 | 170502.9732 | 419160.3451 | -4607.3125 | 423767.6577 |
Total P&L (%) | 321.7049 | 151.2019 | 170.503 | 419.1603 | -4.6073 | 423.7677 |
Avg Daily Profit (%) | 0.2861 | 0.1345 | 0.1516 | 0.1466 | -0.0042 | 0.1474 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83687 | -45977 | -64884 | -731085 | -363120 | -378158 |
Profit Factor | 1.6406 | 1.5628 | 1.73 | 1.1871 | 0.9961 | 1.4057 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 54.878 | 48.7805 | 60.9756 | 54.878 | 48.7805 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.3489 | 1.641 | 1.1072 | 0.9761 | 1.046 | 0.8997 |
Largest Winning Trade | 126375 | 126375 | 29628 | 187296 | 175048 | 187296 |
Largest Losing Trade | -64884 | -28096 | -64884 | -177281 | -95092 | -177281 |
Avg Bars in Trades | 80 | 84 | 77 | 80 | 84 | 77 |
Avg Bars in Winners | 86 | 82 | 89 | 86 | 82 | 89 |
Avg Bars in Losers | 73 | 85 | 58 | 73 | 85 | 58 |
Bars Traded | 13217 | 6893 | 6324 | 13217 | 6893 | 6324 |
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 | 426371 | -15668 | 238245 | -12255 | -584043 | -30 |
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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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