Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223765.285 | 160331.0316 | 63434.2534 | 135883.143 | 132323.5815 | 3559.5615 |
Total P&L (%) | 223.7653 | 160.331 | 63.4343 | 135.8831 | 132.3236 | 3.5596 |
Avg Daily Profit (%) | 0.2148 | 0.1539 | 0.0609 | 0.0824 | 0.081 | 0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114864 | -98736 | -64015 | -229240 | -83575 | -190848 |
Profit Factor | 1.385 | 1.5139 | 1.2356 | 1.1842 | 1.3721 | 1.0093 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 48.125 | 42.5 | 53.75 | 48.125 | 42.5 | 53.75 |
Ratio Avg Win / Avg Loss | 1.4929 | 2.0482 | 1.0632 | 1.2765 | 1.8563 | 0.8685 |
Largest Winning Trade | 87007 | 87007 | 23766 | 110767 | 110767 | 68489 |
Largest Losing Trade | -36067 | -36067 | -27147 | -74314 | -70848 | -74314 |
Avg Bars in Trades | 153 | 169 | 137 | 153 | 169 | 137 |
Avg Bars in Winners | 180 | 198 | 166 | 180 | 198 | 166 |
Avg Bars in Losers | 127 | 147 | 103 | 127 | 147 | 103 |
Bars Traded | 24495 | 13530 | 10965 | 24495 | 13530 | 10965 |
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 | 304554 | -12645 | -131329 | -100734 | -105603 | -585026 |
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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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