Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299504.6521 | 179545.9094 | 119958.7428 | 450074.0425 | 130510.194 | 319563.8485 |
Total P&L (%) | 299.5047 | 179.5459 | 119.9587 | 450.074 | 130.5102 | 319.5638 |
Avg Daily Profit (%) | 0.2875 | 0.1724 | 0.1152 | 0.1638 | 0.0802 | 0.1378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61099 | -48716 | -52231 | -307458 | -255254 | -167893 |
Profit Factor | 1.7409 | 1.8921 | 1.591 | 1.2686 | 1.1492 | 1.3988 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 48 | 40 | 56 | 48 | 40 | 56 |
Ratio Avg Win / Avg Loss | 1.886 | 2.8381 | 1.2501 | 1.3743 | 1.7239 | 1.099 |
Largest Winning Trade | 81315 | 81315 | 36079 | 243034 | 243034 | 162823 |
Largest Losing Trade | -52231 | -12161 | -52231 | -150433 | -76162 | -150433 |
Avg Bars in Trades | 164 | 140 | 189 | 164 | 140 | 189 |
Avg Bars in Winners | 215 | 191 | 232 | 215 | 191 | 232 |
Avg Bars in Losers | 118 | 106 | 134 | 118 | 106 | 134 |
Bars Traded | 24712 | 10533 | 14179 | 24712 | 10533 | 14179 |
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 | 420399 | -49870 | -93292 | 259625 | -201958 | -64329 |
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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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