Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178206.3673 | 114814.5167 | 63391.8506 | 10317.9138 | 11580.1291 | -1262.2153 |
Total P&L (%) | 178.2064 | 114.8145 | 63.3919 | 10.3179 | 11.5801 | -1.2622 |
Avg Daily Profit (%) | 0.1711 | 0.1102 | 0.0609 | 0.0094 | 0.0105 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117877 | -79232 | -74657 | -116784 | -90835 | -69279 |
Profit Factor | 1.2207 | 1.2912 | 1.1534 | 1.0178 | 1.0404 | 0.9957 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 171 | 81 | 90 | 171 | 81 | 90 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 67.0588 | 63.7795 | 70.3125 | 67.0588 | 63.7795 | 70.3125 |
Ratio Avg Win / Avg Loss | 0.5996 | 0.7332 | 0.487 | 0.5 | 0.5908 | 0.4204 |
Largest Winning Trade | 33903 | 32573 | 33903 | 28275 | 28275 | 19881 |
Largest Losing Trade | -64176 | -33650 | -64176 | -43302 | -30268 | -43302 |
Avg Bars in Trades | 97 | 101 | 92 | 97 | 101 | 92 |
Avg Bars in Winners | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Losers | 163 | 164 | 161 | 163 | 164 | 161 |
Bars Traded | 24758 | 12949 | 11809 | 24758 | 12949 | 11809 |
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 | 318668 | -45904 | -163102 | -535204 | -471633 | -578359 |
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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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