Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435236.6151 | 325694.4882 | 109542.1269 | 136743.4435 | -15712.0678 | 152455.5112 |
Total P&L (%) | 435.2366 | 325.6945 | 109.5421 | 136.7434 | -15.7121 | 152.4555 |
Avg Daily Profit (%) | 0.3194 | 0.239 | 0.0804 | 0.0633 | -0.0125 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116995 | -102622 | -86063 | -219064 | -178116 | -136676 |
Profit Factor | 1.5456 | 1.7685 | 1.293 | 1.1563 | 0.9678 | 1.3946 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 44.3787 | 40 | 48.8095 | 44.3787 | 40 | 48.8095 |
Ratio Avg Win / Avg Loss | 1.9372 | 2.6528 | 1.3561 | 1.4492 | 1.4518 | 1.4627 |
Largest Winning Trade | 312046 | 312046 | 43028 | 77591 | 58224 | 77591 |
Largest Losing Trade | -38459 | -38459 | -31564 | -150366 | -150366 | -84527 |
Avg Bars in Trades | 94 | 86 | 103 | 94 | 86 | 103 |
Avg Bars in Winners | 134 | 129 | 138 | 134 | 129 | 138 |
Avg Bars in Losers | 63 | 58 | 69 | 63 | 58 | 69 |
Bars Traded | 16032 | 7368 | 8664 | 16032 | 7368 | 8664 |
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 | 361314 | 255319 | -86387 | -158368 | -583326 | -102303 |
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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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