Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305863.3669 | 251184.535 | 54678.8319 | 157021.7998 | 123753.4655 | 33268.3343 |
Total P&L (%) | 305.8634 | 251.1845 | 54.6788 | 157.0218 | 123.7535 | 33.2683 |
Avg Daily Profit (%) | 0.2936 | 0.2411 | 0.0525 | 0.0907 | 0.0773 | 0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85614 | -81839 | -61330 | -322989 | -260963 | -164019 |
Profit Factor | 1.3783 | 1.6559 | 1.1285 | 1.0864 | 1.1467 | 1.0341 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Losing Trades | 192 | 99 | 93 | 192 | 99 | 93 |
Profitability (%) | 41.1043 | 39.2638 | 42.9448 | 41.1043 | 39.2638 | 42.9448 |
Ratio Avg Win / Avg Loss | 1.9748 | 2.5615 | 1.4992 | 1.5566 | 1.7739 | 1.3739 |
Largest Winning Trade | 173988 | 173988 | 34694 | 187960 | 187960 | 119146 |
Largest Losing Trade | -22189 | -17405 | -22189 | -65299 | -51623 | -65299 |
Avg Bars in Trades | 75 | 65 | 84 | 75 | 65 | 84 |
Avg Bars in Winners | 122 | 102 | 141 | 122 | 102 | 141 |
Avg Bars in Losers | 41 | 41 | 42 | 41 | 41 | 42 |
Bars Traded | 24486 | 10666 | 13819 | 24486 | 10666 | 13819 |
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 | 300233 | 260354 | -205499 | -198095 | -151558 | -344295 |
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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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