Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340714.2879 | 182114.8443 | 158599.4436 | 560298.9511 | 318502.3284 | 241796.6227 |
Total P&L (%) | 340.7143 | 182.1148 | 158.5994 | 560.299 | 318.5023 | 241.7966 |
Avg Daily Profit (%) | 0.1813 | 0.0969 | 0.0844 | 0.1005 | 0.0762 | 0.0654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98166 | -48202 | -128339 | -386983 | -153234 | -233748 |
Profit Factor | 1.5902 | 1.7633 | 1.4682 | 1.4734 | 1.6038 | 1.3685 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 58.9744 | 58.9744 | 58.9744 | 58.9744 | 58.9744 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.1062 | 1.2266 | 1.0214 | 1.025 | 1.1157 | 0.952 |
Largest Winning Trade | 53997 | 53270 | 53997 | 352232 | 209601 | 352232 |
Largest Losing Trade | -39949 | -26872 | -39949 | -163743 | -101037 | -163743 |
Avg Bars in Trades | 69 | 30 | 108 | 69 | 30 | 108 |
Avg Bars in Winners | 81 | 24 | 139 | 81 | 24 | 139 |
Avg Bars in Losers | 51 | 39 | 62 | 51 | 39 | 62 |
Bars Traded | 10806 | 2381 | 8425 | 10806 | 2381 | 8425 |
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 | 406755 | -94408 | -112210 | -55308 | -122316 | -139776 |
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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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