Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389349.9887 | 295764.9797 | 93585.009 | 45415.9018 | 145996.9712 | -100581.0694 |
Total P&L (%) | 389.35 | 295.765 | 93.585 | 45.4159 | 145.997 | -100.5811 |
Avg Daily Profit (%) | 0.1767 | 0.1342 | 0.0425 | 0.017 | 0.0409 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155461 | -79245 | -131288 | -153824 | -59744 | -182569 |
Profit Factor | 1.404 | 1.5965 | 1.2 | 1.0599 | 1.4505 | 0.7686 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 56.6667 | 50 | 63.3333 | 56.6667 | 50 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.0736 | 1.5965 | 0.6947 | 0.8105 | 1.4505 | 0.445 |
Largest Winning Trade | 71055 | 71055 | 35074 | 51691 | 51691 | 29613 |
Largest Losing Trade | -82682 | -39580 | -82682 | -137369 | -30473 | -137369 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 6304 | 3195 | 3109 | 6304 | 3195 | 3109 |
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 | 358124 | -11159 | -136712 | -326433 | -137641 | -579085 |
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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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