Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427442.116 | 360467.6622 | 66974.4539 | 334897.5647 | 245002.0448 | 89895.5199 |
Total P&L (%) | 427.4421 | 360.4677 | 66.9745 | 334.8976 | 245.002 | 89.8955 |
Avg Daily Profit (%) | 0.2282 | 0.1924 | 0.0357 | 0.0785 | 0.0661 | 0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117900 | -85791 | -86866 | -272835 | -214343 | -210220 |
Profit Factor | 1.6496 | 2.0526 | 1.2123 | 1.2187 | 1.3044 | 1.1237 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 41.6149 | 35.8025 | 47.5 | 41.6149 | 35.8025 | 47.5 |
Ratio Avg Win / Avg Loss | 2.3144 | 3.6805 | 1.3399 | 1.7098 | 2.3389 | 1.242 |
Largest Winning Trade | 226715 | 226715 | 60024 | 197420 | 197420 | 101439 |
Largest Losing Trade | -33066 | -28244 | -33066 | -78955 | -72228 | -78955 |
Avg Bars in Trades | 67 | 59 | 75 | 67 | 59 | 75 |
Avg Bars in Winners | 105 | 98 | 111 | 105 | 98 | 111 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 10846 | 4833 | 6013 | 10846 | 4833 | 6013 |
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 | 308462 | -6021 | -166226 | -89872 | -120901 | -252036 |
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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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