Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299517.3366 | 165719.9054 | 133797.4312 | 147435.5 | 1459.2913 | 145976.2086 |
Total P&L (%) | 299.5173 | 165.7199 | 133.7974 | 147.4355 | 1.4593 | 145.9762 |
Avg Daily Profit (%) | 0.1586 | 0.0878 | 0.0708 | 0.048 | 0.0008 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95151 | -97978 | -60202 | -219432 | -182409 | -90802 |
Profit Factor | 1.3014 | 1.2979 | 1.3058 | 1.0817 | 1.0014 | 1.1943 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 127 | 54 | 73 | 127 | 54 | 73 |
Losing Trades | 153 | 86 | 67 | 153 | 86 | 67 |
Profitability (%) | 45.3571 | 38.5714 | 52.1429 | 45.3571 | 38.5714 | 52.1429 |
Ratio Avg Win / Avg Loss | 1.5678 | 2.067 | 1.1985 | 1.3032 | 1.5948 | 1.0961 |
Largest Winning Trade | 73200 | 73200 | 42226 | 92751 | 92751 | 55858 |
Largest Losing Trade | -39349 | -36847 | -39349 | -90115 | -67187 | -90115 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 7392 | 4024 | 3368 | 7392 | 4024 | 3368 |
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 | 302663 | -78971 | -97849 | -259546 | -579803 | -135669 |
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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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