Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223899.8612 | 170460.4634 | 53439.3978 | 117770.7364 | 120111.8737 | -2341.1373 |
Total P&L (%) | 223.8999 | 170.4605 | 53.4394 | 117.7707 | 120.1119 | -2.3411 |
Avg Daily Profit (%) | 0.215 | 0.1636 | 0.0513 | 0.0747 | 0.0758 | -0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97210 | -41401 | -109585 | -157866 | -81055 | -162484 |
Profit Factor | 1.3433 | 1.7764 | 1.1235 | 1.112 | 1.3096 | 0.9965 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 49.0066 | 47.3684 | 50.6667 | 49.0066 | 47.3684 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.3977 | 1.9737 | 1.0939 | 1.1571 | 1.4551 | 0.9702 |
Largest Winning Trade | 69743 | 69743 | 48900 | 66316 | 66316 | 51214 |
Largest Losing Trade | -42456 | -15422 | -42456 | -50737 | -42272 | -50737 |
Avg Bars in Trades | 162 | 62 | 264 | 162 | 62 | 264 |
Avg Bars in Winners | 231 | 77 | 377 | 231 | 77 | 377 |
Avg Bars in Losers | 96 | 48 | 148 | 96 | 48 | 148 |
Bars Traded | 24585 | 4730 | 19855 | 24585 | 4730 | 19855 |
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 | 306081 | -39802 | -267041 | -190054 | -142114 | -637649 |
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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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