Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411616.9693 | 353342.0948 | 58274.8746 | 156437.1242 | 54392.0396 | 102045.0845 |
Total P&L (%) | 411.617 | 353.3421 | 58.2749 | 156.4371 | 54.392 | 102.0451 |
Avg Daily Profit (%) | 0.2197 | 0.1886 | 0.0311 | 0.0503 | 0.0232 | 0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162989 | -97262 | -118769 | -272230 | -177714 | -149123 |
Profit Factor | 1.5495 | 1.839 | 1.1777 | 1.1019 | 1.0664 | 1.1425 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 43.1373 | 37.6623 | 48.6842 | 43.1373 | 37.6623 | 48.6842 |
Ratio Avg Win / Avg Loss | 2.0425 | 3.0438 | 1.2413 | 1.4525 | 1.7651 | 1.2043 |
Largest Winning Trade | 224362 | 224362 | 52204 | 163461 | 163461 | 96942 |
Largest Losing Trade | -38584 | -38584 | -35007 | -117975 | -56205 | -117975 |
Avg Bars in Trades | 71 | 63 | 80 | 71 | 63 | 80 |
Avg Bars in Winners | 109 | 103 | 113 | 109 | 103 | 113 |
Avg Bars in Losers | 43 | 40 | 48 | 43 | 40 | 48 |
Bars Traded | 11003 | 4921 | 6082 | 11003 | 4921 | 6082 |
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 | 311094 | -35743 | -227165 | -236078 | -356065 | -256477 |
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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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