Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94922.0855 | 26829.5822 | 68092.5033 | 102152.9998 | 70258.0026 | 31894.9972 |
Total P&L (%) | 94.9221 | 26.8296 | 68.0925 | 102.153 | 70.258 | 31.895 |
Avg Daily Profit (%) | 0.3645 | 0.103 | 0.2615 | 0.2706 | 0.2046 | 0.1064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76463 | -12454 | -84464 | -236923 | -34044 | -259027 |
Profit Factor | 1.443 | 1.5633 | 1.4086 | 1.1831 | 1.7251 | 1.0692 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Losing Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Profitability (%) | 54.2857 | 57.9545 | 50.5747 | 54.2857 | 57.9545 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.2151 | 1.1341 | 1.3766 | 0.9963 | 1.2515 | 1.0449 |
Largest Winning Trade | 19019 | 9885 | 19019 | 54407 | 33657 | 54407 |
Largest Losing Trade | -21279 | -7487 | -21279 | -77112 | -12922 | -77112 |
Avg Bars in Trades | 137 | 17 | 258 | 137 | 17 | 258 |
Avg Bars in Winners | 93 | 16 | 182 | 93 | 16 | 182 |
Avg Bars in Losers | 189 | 18 | 337 | 189 | 18 | 337 |
Bars Traded | 24063 | 1540 | 22523 | 24063 | 1540 | 22523 |
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 | 362201 | -57546 | 256468 | -12450 | 338869 | -199987 |
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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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