Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318457.8431 | 106475.9756 | 211981.8675 | 506653.3838 | 292035.6181 | 214617.7657 |
Total P&L (%) | 318.4578 | 106.476 | 211.9819 | 506.6534 | 292.0356 | 214.6178 |
Avg Daily Profit (%) | 0.3075 | 0.1028 | 0.2047 | 0.1742 | 0.132 | 0.1107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117243 | -66027 | -74632 | -176338 | -89253 | -117034 |
Profit Factor | 1.5174 | 1.361 | 1.6613 | 1.5526 | 1.7744 | 1.3977 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 53.6313 | 50 | 57.3034 | 53.6313 | 50 | 57.3034 |
Ratio Avg Win / Avg Loss | 1.3119 | 1.361 | 1.2379 | 1.3424 | 1.7744 | 1.0414 |
Largest Winning Trade | 40872 | 38954 | 40872 | 136844 | 136844 | 105954 |
Largest Losing Trade | -49674 | -30595 | -49674 | -102895 | -73888 | -102895 |
Avg Bars in Trades | 66 | 40 | 92 | 66 | 40 | 92 |
Avg Bars in Winners | 72 | 40 | 100 | 72 | 40 | 100 |
Avg Bars in Losers | 58 | 39 | 81 | 58 | 39 | 81 |
Bars Traded | 11854 | 3624 | 8230 | 11854 | 3624 | 8230 |
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 | 408962 | -55595 | 371769 | 390714 | -13768 | -43863 |
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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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