Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206202.7166 | 96875.8545 | 109326.8622 | 185661.5959 | 40007.2429 | 145654.353 |
Total P&L (%) | 206.2027 | 96.8759 | 109.3269 | 185.6616 | 40.0072 | 145.6544 |
Avg Daily Profit (%) | 0.198 | 0.093 | 0.105 | 0.1008 | 0.0323 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61966 | -66913 | -40552 | -278148 | -200253 | -192183 |
Profit Factor | 1.4413 | 1.4338 | 1.4481 | 1.1549 | 1.0738 | 1.222 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 50.3268 | 45.4545 | 55.2632 | 50.3268 | 45.4545 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.4226 | 1.7206 | 1.1723 | 1.1399 | 1.2885 | 0.9892 |
Largest Winning Trade | 75338 | 75338 | 36784 | 148101 | 125139 | 148101 |
Largest Losing Trade | -32247 | -16414 | -32247 | -169568 | -72836 | -169568 |
Avg Bars in Trades | 160 | 134 | 187 | 160 | 134 | 187 |
Avg Bars in Winners | 188 | 151 | 218 | 188 | 151 | 218 |
Avg Bars in Losers | 133 | 121 | 148 | 133 | 121 | 148 |
Bars Traded | 24604 | 10384 | 14220 | 24604 | 10384 | 14220 |
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 | 338220 | -110512 | -100371 | -107638 | -335027 | -128268 |
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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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