Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548235.0322 | 422682.9236 | 125552.1086 | 340890.0026 | 291927.0516 | 48962.951 |
Total P&L (%) | 548.235 | 422.6829 | 125.5521 | 340.89 | 291.9271 | 48.963 |
Avg Daily Profit (%) | 0.2391 | 0.1843 | 0.0547 | 0.0647 | 0.0596 | 0.0174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133511 | -165000 | -125043 | -304215 | -200013 | -257253 |
Profit Factor | 1.5901 | 1.8228 | 1.3022 | 1.2195 | 1.3404 | 1.0704 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 41.6185 | 39.0805 | 44.186 | 41.6185 | 39.0805 | 44.186 |
Ratio Avg Win / Avg Loss | 2.2305 | 2.8414 | 1.6449 | 1.7107 | 2.0894 | 1.3521 |
Largest Winning Trade | 211236 | 211236 | 59066 | 237382 | 237382 | 104034 |
Largest Losing Trade | -40990 | -28778 | -40990 | -108859 | -105714 | -108859 |
Avg Bars in Trades | 77 | 78 | 77 | 77 | 78 | 77 |
Avg Bars in Winners | 112 | 119 | 105 | 112 | 119 | 105 |
Avg Bars in Losers | 53 | 51 | 55 | 53 | 51 | 55 |
Bars Traded | 13457 | 6793 | 6664 | 13457 | 6793 | 6664 |
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 | 323488 | 229579 | -121186 | -108171 | -116495 | -316712 |
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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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