Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184869.868 | 110741.7028 | 74128.1652 | 173431.602 | 138438.7125 | 34992.8895 |
Total P&L (%) | 184.8699 | 110.7417 | 74.1282 | 173.4316 | 138.4387 | 34.9929 |
Avg Daily Profit (%) | 0.355 | 0.2126 | 0.1423 | 0.1933 | 0.167 | 0.0576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67329 | -51640 | -40803 | -178449 | -106569 | -99017 |
Profit Factor | 1.2984 | 1.3348 | 1.2566 | 1.1463 | 1.2255 | 1.0612 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 159 | 84 | 75 | 159 | 84 | 75 |
Profitability (%) | 44.2105 | 41.2587 | 47.1831 | 44.2105 | 41.2587 | 47.1831 |
Ratio Avg Win / Avg Loss | 1.6384 | 1.9004 | 1.4067 | 1.4465 | 1.7447 | 1.1879 |
Largest Winning Trade | 53694 | 53694 | 25711 | 147815 | 147815 | 51656 |
Largest Losing Trade | -17501 | -15977 | -17501 | -40248 | -39074 | -40248 |
Avg Bars in Trades | 86 | 77 | 94 | 86 | 77 | 94 |
Avg Bars in Winners | 125 | 110 | 138 | 125 | 110 | 138 |
Avg Bars in Losers | 55 | 54 | 56 | 55 | 54 | 56 |
Bars Traded | 24546 | 11085 | 13461 | 24546 | 11085 | 13461 |
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 | 316830 | 179749 | -5060 | -53405 | 141651 | -273684 |
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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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