Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410320.2396 | 295687.2708 | 114632.9688 | -20852.2992 | 20511.5411 | -41363.8403 |
Total P&L (%) | 410.3202 | 295.6873 | 114.633 | -20.8523 | 20.5115 | -41.3638 |
Avg Daily Profit (%) | 0.2193 | 0.1581 | 0.0613 | -0.0125 | 0.01 | -0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79530 | -98191 | -59534 | -41857 | -42918 | -29592 |
Profit Factor | 1.4538 | 1.5393 | 1.3221 | 0.9552 | 1.0822 | 0.8088 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 50.5747 | 45.977 | 55.1724 | 50.5747 | 45.977 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.4208 | 1.8087 | 1.0742 | 0.9335 | 1.2716 | 0.6571 |
Largest Winning Trade | 153381 | 153381 | 35008 | 26320 | 26320 | 19883 |
Largest Losing Trade | -90521 | -47509 | -90521 | -90521 | -20189 | -90521 |
Avg Bars in Trades | 126 | 142 | 111 | 126 | 142 | 111 |
Avg Bars in Winners | 144 | 165 | 127 | 144 | 165 | 127 |
Avg Bars in Losers | 108 | 121 | 92 | 108 | 121 | 92 |
Bars Traded | 22081 | 12363 | 9718 | 22081 | 12363 | 9718 |
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 | 352660 | 289224 | -110533 | -579792 | -318080 | -580429 |
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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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