Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359989.2905 | 263279.4828 | 96709.8076 | 431648.0111 | 23723.9279 | 407924.0833 |
Total P&L (%) | 359.9893 | 263.2795 | 96.7098 | 431.648 | 23.7239 | 407.9241 |
Avg Daily Profit (%) | 0.1728 | 0.1264 | 0.0464 | 0.0802 | 0.0102 | 0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99532 | -83217 | -51969 | -727349 | -688731 | -365048 |
Profit Factor | 1.6201 | 1.9242 | 1.3272 | 1.1136 | 1.012 | 1.2247 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.1602 | 2.5655 | 1.7695 | 1.4849 | 1.3493 | 1.633 |
Largest Winning Trade | 109542 | 109542 | 54279 | 398938 | 398938 | 356641 |
Largest Losing Trade | -27500 | -23894 | -27500 | -255456 | -225822 | -255456 |
Avg Bars in Trades | 158 | 153 | 163 | 158 | 153 | 163 |
Avg Bars in Winners | 246 | 234 | 258 | 246 | 234 | 258 |
Avg Bars in Losers | 92 | 93 | 91 | 92 | 93 | 91 |
Bars Traded | 24404 | 11835 | 12569 | 24404 | 11835 | 12569 |
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 | 305457 | -65389 | -174286 | -183326 | -435693 | -132756 |
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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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