Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415963.3788 | 320248.5265 | 95714.8523 | 65627.0599 | 110419.3636 | -44792.3037 |
Total P&L (%) | 415.9634 | 320.2485 | 95.7149 | 65.6271 | 110.4194 | -44.7923 |
Avg Daily Profit (%) | 0.2167 | 0.1669 | 0.0499 | 0.0263 | 0.0388 | -0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111711 | -92547 | -79287 | -533159 | -589550 | -360694 |
Profit Factor | 1.4356 | 1.5731 | 1.2417 | 1.0164 | 1.0474 | 0.9731 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 45.6647 | 44.186 | 47.1264 | 45.6647 | 44.186 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.7082 | 1.9871 | 1.3931 | 1.2094 | 1.323 | 1.0918 |
Largest Winning Trade | 142186 | 142186 | 48129 | 349648 | 349648 | 163751 |
Largest Losing Trade | -36277 | -31940 | -36277 | -222770 | -171918 | -222770 |
Avg Bars in Trades | 63 | 78 | 49 | 63 | 78 | 49 |
Avg Bars in Winners | 86 | 96 | 76 | 86 | 96 | 76 |
Avg Bars in Losers | 45 | 65 | 24 | 45 | 65 | 24 |
Bars Traded | 11070 | 6786 | 4284 | 11070 | 6786 | 4284 |
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 | 324293 | 274204 | -128020 | -361286 | -312135 | -580550 |
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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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