Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431437.4129 | 298550.6889 | 132886.7239 | 470263.7992 | 371607.5462 | 98656.2529 |
Total P&L (%) | 431.4374 | 298.5507 | 132.8867 | 470.2638 | 371.6075 | 98.6563 |
Avg Daily Profit (%) | 0.4241 | 0.2935 | 0.1306 | 0.1713 | 0.1526 | 0.0675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107751 | -71383 | -58577 | -707056 | -487062 | -302892 |
Profit Factor | 1.5771 | 1.8287 | 1.3431 | 1.2672 | 1.403 | 1.1177 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 45.2229 | 39.2405 | 51.2821 | 45.2229 | 39.2405 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.9103 | 2.8316 | 1.2759 | 1.5349 | 2.1724 | 1.0619 |
Largest Winning Trade | 198844 | 198844 | 42631 | 609765 | 609765 | 130919 |
Largest Losing Trade | -38023 | -26429 | -38023 | -210184 | -143443 | -210184 |
Avg Bars in Trades | 75 | 81 | 70 | 75 | 81 | 70 |
Avg Bars in Winners | 110 | 121 | 103 | 110 | 121 | 103 |
Avg Bars in Losers | 47 | 56 | 35 | 47 | 56 | 35 |
Bars Traded | 11931 | 6467 | 5464 | 11931 | 6467 | 5464 |
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 | 410027 | -19252 | -52587 | 264056 | -22102 | -228116 |
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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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