Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260892.2719 | 236088.0982 | 24804.1736 | 48104.5963 | 250129.1155 | -202024.5193 |
Total P&L (%) | 260.8923 | 236.0881 | 24.8042 | 48.1046 | 250.1291 | -202.0245 |
Avg Daily Profit (%) | 0.1771 | 0.1603 | 0.0168 | 0.0267 | 0.0851 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212049 | -90819 | -156133 | -376217 | -135216 | -393306 |
Profit Factor | 1.2423 | 1.6322 | 1.0353 | 1.0354 | 1.587 | 0.7831 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 94 | 42 | 52 | 92 | 51 | 41 |
Losing Trades | 86 | 48 | 38 | 88 | 39 | 49 |
Profitability (%) | 52.2222 | 46.6667 | 57.7778 | 51.1111 | 56.6667 | 45.5556 |
Ratio Avg Win / Avg Loss | 1.1366 | 1.8653 | 0.7565 | 0.9904 | 1.2136 | 0.9359 |
Largest Winning Trade | 151092 | 151092 | 41771 | 149993 | 149993 | 108378 |
Largest Losing Trade | -153792 | -33759 | -153792 | -339344 | -71464 | -339344 |
Avg Bars in Trades | 15 | 13 | 18 | 15 | 13 | 18 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 13 | 19 |
Avg Bars in Losers | 14 | 13 | 16 | 15 | 12 | 17 |
Bars Traded | 2841 | 1170 | 1671 | 2841 | 1170 | 1671 |
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 | 311951 | 325431 | -356462 | -340600 | -76660 | -582542 |
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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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