Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256970.6606 | 169371.1061 | 87599.5545 | 53039.5293 | 89008.2237 | -35968.6944 |
Total P&L (%) | 256.9707 | 169.3711 | 87.5996 | 53.0395 | 89.0082 | -35.9687 |
Avg Daily Profit (%) | 0.1889 | 0.1245 | 0.0644 | 0.0313 | 0.0468 | -0.0328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106675 | -101430 | -68333 | -171615 | -148944 | -122878 |
Profit Factor | 1.3519 | 1.4674 | 1.2381 | 1.0669 | 1.2334 | 0.9125 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 46.6667 | 38.6667 | 54.6667 | 46.6667 | 38.6667 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.545 | 2.3277 | 1.0267 | 1.2193 | 1.9564 | 0.7567 |
Largest Winning Trade | 111490 | 111490 | 35091 | 92361 | 92361 | 43351 |
Largest Losing Trade | -40385 | -24585 | -40385 | -50510 | -36547 | -50510 |
Avg Bars in Trades | 107 | 97 | 116 | 107 | 97 | 116 |
Avg Bars in Winners | 152 | 151 | 152 | 152 | 151 | 152 |
Avg Bars in Losers | 67 | 63 | 73 | 67 | 63 | 73 |
Bars Traded | 16059 | 7317 | 8742 | 16059 | 7317 | 8742 |
Profit Streak | 0 | 33.2619 | 0 | 0 | 33.2619 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307003 | -85423 | -163325 | -299658 | -190437 | -636853 |
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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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