Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236410.7128 | 90396.3717 | 146014.3411 | 347552.7094 | 188309.4693 | 159243.2401 |
Total P&L (%) | 236.4107 | 90.3964 | 146.0143 | 347.5527 | 188.3095 | 159.2432 |
Avg Daily Profit (%) | 0.4539 | 0.1736 | 0.2803 | 0.2882 | 0.2035 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67141 | -62856 | -63677 | -101001 | -72104 | -96766 |
Profit Factor | 1.6172 | 1.495 | 1.7287 | 1.545 | 1.7421 | 1.4147 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 57.554 | 54.2857 | 60.8696 | 57.554 | 54.2857 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.1927 | 1.2589 | 1.1113 | 1.1394 | 1.4671 | 0.9094 |
Largest Winning Trade | 53474 | 53474 | 22664 | 66043 | 44471 | 66043 |
Largest Losing Trade | -53985 | -26861 | -53985 | -80416 | -33444 | -80416 |
Avg Bars in Trades | 176 | 189 | 163 | 176 | 189 | 163 |
Avg Bars in Winners | 173 | 182 | 164 | 173 | 182 | 164 |
Avg Bars in Losers | 181 | 198 | 161 | 181 | 198 | 161 |
Bars Traded | 24583 | 13288 | 11295 | 24583 | 13288 | 11295 |
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 | 450726 | -85523 | -90366 | 386414 | -84351 | -94245 |
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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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