Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393184.487 | 316565.233 | 76619.2541 | 275631.867 | 355259.8523 | -79627.9852 |
Total P&L (%) | 393.1845 | 316.5652 | 76.6193 | 275.6319 | 355.2599 | -79.628 |
Avg Daily Profit (%) | 0.1786 | 0.1438 | 0.0348 | 0.0601 | 0.0689 | -0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108610 | -128162 | -85428 | -413837 | -344794 | -285379 |
Profit Factor | 1.5192 | 1.8435 | 1.2006 | 1.1362 | 1.3578 | 0.9228 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 45.912 | 43.75 | 48.1013 | 45.912 | 43.75 | 48.1013 |
Ratio Avg Win / Avg Loss | 1.7897 | 2.3702 | 1.2954 | 1.3385 | 1.7458 | 0.9956 |
Largest Winning Trade | 103690 | 103690 | 48062 | 258221 | 258221 | 131879 |
Largest Losing Trade | -42083 | -28946 | -42083 | -135961 | -135961 | -125886 |
Avg Bars in Trades | 52 | 38 | 67 | 52 | 38 | 67 |
Avg Bars in Winners | 73 | 51 | 94 | 73 | 51 | 94 |
Avg Bars in Losers | 35 | 28 | 42 | 35 | 28 | 42 |
Bars Traded | 8412 | 3060 | 5352 | 8412 | 3060 | 5352 |
Profit Streak | 0 | 0 | 53.3518 | 0 | 0 | 53.3518 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331758 | -19512 | -174070 | -184112 | -121338 | -607911 |
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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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