Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470932.9394 | 372452.0115 | 98480.9279 | 394306.066 | 215085.7368 | 179220.3292 |
Total P&L (%) | 470.9329 | 372.452 | 98.4809 | 394.3061 | 215.0857 | 179.2203 |
Avg Daily Profit (%) | 0.2647 | 0.2093 | 0.0554 | 0.0899 | 0.0645 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111733 | -87651 | -124604 | -887353 | -528673 | -488699 |
Profit Factor | 1.554 | 1.918 | 1.2216 | 1.108 | 1.1216 | 1.0952 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 101 | 56 | 45 | 101 | 56 | 45 |
Profitability (%) | 43.8889 | 37.7778 | 50 | 43.8889 | 37.7778 | 50 |
Ratio Avg Win / Avg Loss | 1.9867 | 3.159 | 1.2216 | 1.4165 | 1.8473 | 1.0952 |
Largest Winning Trade | 163049 | 163049 | 69507 | 309863 | 309863 | 238065 |
Largest Losing Trade | -52921 | -35390 | -52921 | -191545 | -115593 | -191545 |
Avg Bars in Trades | 115 | 109 | 122 | 115 | 109 | 122 |
Avg Bars in Winners | 184 | 187 | 182 | 184 | 187 | 182 |
Avg Bars in Losers | 62 | 62 | 62 | 62 | 62 | 62 |
Bars Traded | 20876 | 9850 | 11026 | 20876 | 9850 | 11026 |
Profit Streak | 0 | 0 | 21.0995 | 0 | 0 | 21.0995 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341535 | 225936 | -119163 | -176186 | -197524 | -231403 |
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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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