Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302276.7856 | 142304.2436 | 159972.542 | 33814.9142 | -329870.5579 | 363685.472 |
Total P&L (%) | 302.2768 | 142.3042 | 159.9725 | 33.8149 | -329.8706 | 363.6855 |
Avg Daily Profit (%) | 0.2047 | 0.0963 | 0.1083 | 0.0197 | 0 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138032 | -92334 | -93796 | -674821 | -495300 | -394513 |
Profit Factor | 1.3389 | 1.2918 | 1.3957 | 1.0099 | 0.8303 | 1.2442 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 51.6129 | 45.4545 | 57.6923 | 51.6129 | 45.4545 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.2552 | 1.5501 | 1.0235 | 0.9467 | 0.9964 | 0.9124 |
Largest Winning Trade | 125414 | 125414 | 36847 | 201143 | 201143 | 124162 |
Largest Losing Trade | -53802 | -45398 | -53802 | -292086 | -287263 | -292086 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 2927 | 1458 | 1469 | 2927 | 1458 | 1469 |
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 | 334123 | -106647 | -80631 | -379339 | -624226 | -89080 |
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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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