Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428089.7857 | 382597.4094 | 45492.3764 | 187966.0989 | 43092.2598 | 144873.839 |
Total P&L (%) | 428.0898 | 382.5974 | 45.4924 | 187.9661 | 43.0923 | 144.8738 |
Avg Daily Profit (%) | 0.2055 | 0.1836 | 0.0218 | 0.0508 | 0.0172 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95511 | -60755 | -157803 | -519389 | -506508 | -266913 |
Profit Factor | 1.4852 | 1.9728 | 1.093 | 1.0588 | 1.0259 | 1.0944 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 45 | 43.75 | 46.25 | 45 | 43.75 | 46.25 |
Ratio Avg Win / Avg Loss | 1.8152 | 2.5365 | 1.2703 | 1.2941 | 1.3191 | 1.2719 |
Largest Winning Trade | 171161 | 171161 | 62195 | 256137 | 256137 | 157692 |
Largest Losing Trade | -38565 | -24727 | -38565 | -169634 | -169634 | -101972 |
Avg Bars in Trades | 152 | 154 | 151 | 152 | 154 | 151 |
Avg Bars in Winners | 202 | 197 | 207 | 202 | 197 | 207 |
Avg Bars in Losers | 112 | 120 | 104 | 112 | 120 | 104 |
Bars Traded | 24473 | 12328 | 12145 | 24473 | 12328 | 12145 |
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 | 319978 | -10659 | -304553 | -282046 | -385707 | -273091 |
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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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