Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233194.4547 | 180173.4549 | 53020.9998 | 171476.9162 | 176552.2824 | -5075.3663 |
Total P&L (%) | 233.1945 | 180.1735 | 53.021 | 171.4769 | 176.5523 | -5.0754 |
Avg Daily Profit (%) | 0.2176 | 0.1681 | 0.0495 | 0.0932 | 0.095 | -0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98050 | -60499 | -100342 | -408372 | -302063 | -347117 |
Profit Factor | 1.4387 | 1.7107 | 1.1907 | 1.0854 | 1.1743 | 0.9949 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 50.9202 | 43.9024 | 58.0247 | 50.9202 | 43.9024 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.3867 | 2.1859 | 0.8613 | 1.0462 | 1.5004 | 0.7197 |
Largest Winning Trade | 116647 | 116647 | 44011 | 159405 | 159405 | 72923 |
Largest Losing Trade | -33895 | -20400 | -33895 | -117691 | -117109 | -117691 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
Bars Traded | 4162 | 1945 | 2217 | 4162 | 1945 | 2217 |
Profit Streak | 0 | 0 | 49.2879 | 0 | 0 | 49.2879 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358328 | 145395 | -149386 | -193825 | -100482 | -589723 |
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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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