Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370480.8324 | 314291.9368 | 56188.8956 | 156635.1226 | 51089.6195 | 105545.5031 |
Total P&L (%) | 370.4808 | 314.2919 | 56.1889 | 156.6351 | 51.0896 | 105.5455 |
Avg Daily Profit (%) | 0.1579 | 0.1339 | 0.0239 | 0.0402 | 0.0176 | 0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131991 | -84836 | -161173 | -144710 | -100665 | -111060 |
Profit Factor | 1.4918 | 1.7997 | 1.1559 | 1.191 | 1.1083 | 1.3033 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 50.9554 | 48.1013 | 53.8462 | 50.9554 | 48.1013 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.4359 | 1.9418 | 0.9908 | 1.1464 | 1.1958 | 1.1171 |
Largest Winning Trade | 144953 | 144953 | 68690 | 59967 | 59967 | 59668 |
Largest Losing Trade | -49791 | -43787 | -49791 | -61236 | -61236 | -41873 |
Avg Bars in Trades | 58 | 55 | 62 | 58 | 55 | 62 |
Avg Bars in Winners | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Losers | 47 | 43 | 52 | 47 | 43 | 52 |
Bars Traded | 9228 | 4355 | 4873 | 9228 | 4355 | 4873 |
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 | 340681 | -38539 | -246416 | -148683 | -299750 | -185724 |
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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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