Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250827.895 | 186564.7461 | 64263.1489 | 336572.6822 | 194656.199 | 141916.4832 |
Total P&L (%) | 250.8279 | 186.5647 | 64.2631 | 336.5727 | 194.6562 | 141.9165 |
Avg Daily Profit (%) | 0.4816 | 0.3582 | 0.1234 | 0.2834 | 0.2077 | 0.1698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74871 | -52954 | -46669 | -646699 | -485546 | -309349 |
Profit Factor | 1.5357 | 1.8157 | 1.2683 | 1.1331 | 1.152 | 1.1138 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 41.2162 | 39.1892 | 43.2432 | 41.2162 | 39.1892 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.1903 | 2.8175 | 1.6646 | 1.6161 | 1.7875 | 1.4618 |
Largest Winning Trade | 95209 | 95209 | 29742 | 251833 | 251833 | 194214 |
Largest Losing Trade | -25940 | -20808 | -25940 | -186040 | -171865 | -186040 |
Avg Bars in Trades | 166 | 164 | 168 | 166 | 164 | 168 |
Avg Bars in Winners | 255 | 267 | 243 | 255 | 267 | 243 |
Avg Bars in Losers | 104 | 97 | 111 | 104 | 97 | 111 |
Bars Traded | 24616 | 12144 | 12472 | 24616 | 12144 | 12472 |
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 | 326519 | -56813 | -95327 | -68234 | -113805 | -155652 |
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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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