Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413688.9011 | 353274.6501 | 60414.251 | 248437.3171 | 241862.9839 | 6574.3331 |
Total P&L (%) | 413.6889 | 353.2747 | 60.4143 | 248.4373 | 241.863 | 6.5743 |
Avg Daily Profit (%) | 0.2337 | 0.1996 | 0.0341 | 0.0705 | 0.0695 | 0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112307 | -76585 | -125575 | -219209 | -177356 | -244480 |
Profit Factor | 1.5608 | 2.1162 | 1.1434 | 1.1536 | 1.354 | 1.007 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 43.75 | 42.5 | 45 | 43.75 | 42.5 | 45 |
Ratio Avg Win / Avg Loss | 2.0067 | 2.863 | 1.3975 | 1.4833 | 1.8319 | 1.2308 |
Largest Winning Trade | 141507 | 141507 | 74940 | 197962 | 130557 | 197962 |
Largest Losing Trade | -46285 | -31056 | -46285 | -152561 | -76283 | -152561 |
Avg Bars in Trades | 65 | 55 | 74 | 65 | 55 | 74 |
Avg Bars in Winners | 105 | 95 | 115 | 105 | 95 | 115 |
Avg Bars in Losers | 33 | 26 | 40 | 33 | 26 | 40 |
Bars Traded | 10402 | 4448 | 5954 | 10402 | 4448 | 5954 |
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 | 327786 | -10733 | -232101 | -151873 | -121042 | -587973 |
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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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