Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275713.6012 | 215147.736 | 60565.8652 | 119712.5488 | 216123.4015 | -96410.8527 |
Total P&L (%) | 275.7136 | 215.1477 | 60.5659 | 119.7125 | 216.1234 | -96.4109 |
Avg Daily Profit (%) | 0.2647 | 0.2065 | 0.0581 | 0.0756 | 0.1106 | -0.3189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155877 | -115037 | -85448 | -1055886 | -736416 | -418415 |
Profit Factor | 1.5049 | 1.6993 | 1.2541 | 1.046 | 1.15 | 0.9169 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 44.1667 | 41.6667 | 46.6667 | 44.1667 | 41.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9025 | 2.379 | 1.4332 | 1.3223 | 1.61 | 1.0479 |
Largest Winning Trade | 157580 | 157580 | 31369 | 569441 | 569441 | 221933 |
Largest Losing Trade | -30965 | -30965 | -30430 | -201094 | -156896 | -201094 |
Avg Bars in Trades | 204 | 183 | 225 | 204 | 183 | 225 |
Avg Bars in Winners | 318 | 290 | 342 | 318 | 290 | 342 |
Avg Bars in Losers | 114 | 107 | 122 | 114 | 107 | 122 |
Bars Traded | 24554 | 11037 | 13517 | 24554 | 11037 | 13517 |
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 | 312164 | -161801 | -286584 | -263870 | -272529 | -749587 |
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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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