Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266139.0425 | 28579.8535 | 237559.189 | 209776.5651 | -76634.7806 | 286411.3457 |
Total P&L (%) | 266.139 | 28.5799 | 237.5592 | 209.7766 | -76.6348 | 286.4113 |
Avg Daily Profit (%) | 0.1754 | 0.0188 | 0.1566 | 0.0746 | -0.0958 | 0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90799 | -103291 | -69366 | -137723 | -174866 | -104100 |
Profit Factor | 1.4313 | 1.0808 | 1.9023 | 1.2013 | 0.8753 | 1.6693 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 50.9554 | 46.1538 | 55.6962 | 50.9554 | 46.1538 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.3777 | 1.2609 | 1.5132 | 1.1562 | 1.0211 | 1.3278 |
Largest Winning Trade | 73015 | 61162 | 73015 | 79890 | 78847 | 79890 |
Largest Losing Trade | -35629 | -35629 | -25971 | -66866 | -66866 | -43661 |
Avg Bars in Trades | 37 | 30 | 45 | 37 | 30 | 45 |
Avg Bars in Winners | 40 | 29 | 49 | 40 | 29 | 49 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 5964 | 2373 | 3591 | 5964 | 2373 | 3591 |
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 | 332778 | -338533 | -15358 | -92979 | -615065 | -98133 |
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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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