Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443347.8398 | 277654.8857 | 165692.9541 | 699452.2811 | 523874.4751 | 175577.8061 |
Total P&L (%) | 443.3478 | 277.6549 | 165.693 | 699.4523 | 523.8745 | 175.5778 |
Avg Daily Profit (%) | 0.3254 | 0.2038 | 0.1216 | 0.1527 | 0.1345 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92601 | -84673 | -44000 | -463403 | -448436 | -267906 |
Profit Factor | 1.6423 | 1.7386 | 1.5271 | 1.2828 | 1.4 | 1.1509 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 59 | 22 | 37 | 59 | 22 | 37 |
Losing Trades | 88 | 52 | 36 | 88 | 52 | 36 |
Profitability (%) | 40.1361 | 29.7297 | 50.6849 | 40.1361 | 29.7297 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.4495 | 4.1094 | 1.4859 | 1.9133 | 3.309 | 1.1198 |
Largest Winning Trade | 143308 | 143308 | 41453 | 264630 | 264630 | 130402 |
Largest Losing Trade | -26070 | -12607 | -26070 | -167496 | -100594 | -167496 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 31 | 37 | 28 | 31 | 37 | 28 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 2681 | 1316 | 1365 | 2681 | 1316 | 1365 |
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 | 310804 | -62200 | -100779 | 199940 | -84454 | -219695 |
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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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