Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270123.4759 | 103731.9555 | 166391.5205 | 436329.7921 | 197142.9165 | 239186.8756 |
Total P&L (%) | 270.1235 | 103.732 | 166.3915 | 436.3298 | 197.1429 | 239.1869 |
Avg Daily Profit (%) | 0.2431 | 0.0933 | 0.1497 | 0.1512 | 0.098 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81049 | -35188 | -79894 | -517682 | -171810 | -477494 |
Profit Factor | 1.6433 | 1.7799 | 1.58 | 1.2099 | 1.336 | 1.1603 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 172 | 78 | 94 | 172 | 78 | 94 |
Losing Trades | 71 | 44 | 27 | 71 | 44 | 27 |
Profitability (%) | 70.7819 | 63.9344 | 77.686 | 70.7819 | 63.9344 | 77.686 |
Ratio Avg Win / Avg Loss | 0.6783 | 1.004 | 0.4538 | 0.4994 | 0.7536 | 0.3333 |
Largest Winning Trade | 43944 | 43944 | 21067 | 108274 | 70822 | 108274 |
Largest Losing Trade | -51248 | -16944 | -51248 | -266789 | -70158 | -266789 |
Avg Bars in Trades | 27 | 6 | 48 | 27 | 6 | 48 |
Avg Bars in Winners | 19 | 3 | 32 | 19 | 3 | 32 |
Avg Bars in Losers | 45 | 11 | 101 | 45 | 11 | 101 |
Bars Traded | 6570 | 737 | 5833 | 6570 | 737 | 5833 |
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 | 452390 | -64234 | 381106 | 335315 | -61591 | -88368 |
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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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