Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269868.3894 | 87962.1098 | 181906.2796 | 178569.3116 | 202643.7574 | -24074.4459 |
Total P&L (%) | 269.8684 | 87.9621 | 181.9063 | 178.5693 | 202.6438 | -24.0744 |
Avg Daily Profit (%) | 0.1541 | 0.0502 | 0.1039 | 0.0585 | 0.0633 | -0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96494 | -104398 | -64790 | -598435 | -393330 | -456481 |
Profit Factor | 1.4541 | 1.2823 | 1.6435 | 1.0829 | 1.1932 | 0.9782 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 44.5714 | 40.2299 | 48.8636 | 44.5714 | 40.2299 | 48.8636 |
Ratio Avg Win / Avg Loss | 1.8083 | 1.9051 | 1.7199 | 1.3467 | 1.7727 | 1.0237 |
Largest Winning Trade | 141934 | 141934 | 54975 | 339400 | 339400 | 269688 |
Largest Losing Trade | -23801 | -20793 | -23801 | -172552 | -79198 | -172552 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3252 | 1539 | 1713 | 3252 | 1539 | 1713 |
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 | 304156 | -128582 | -51661 | -245041 | -119225 | -579594 |
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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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