Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575447.9132 | 528556.787 | 46891.1263 | 165427.3562 | -37541.9073 | 202969.2635 |
Total P&L (%) | 575.4479 | 528.5568 | 46.8911 | 165.4274 | -37.5419 | 202.9693 |
Avg Daily Profit (%) | 0.2388 | 0.2194 | 0.0195 | 0.0405 | -0.0195 | 0.046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113907 | -85014 | -123975 | -600909 | -545210 | -285923 |
Profit Factor | 1.678 | 2.2127 | 1.1136 | 1.0604 | 0.9746 | 1.1607 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 41.1111 | 41.1111 | 41.1111 | 41.1111 | 41.1111 | 41.1111 |
Ratio Avg Win / Avg Loss | 2.4036 | 3.1695 | 1.5951 | 1.5189 | 1.396 | 1.6626 |
Largest Winning Trade | 298990 | 298990 | 65435 | 282120 | 245301 | 282120 |
Largest Losing Trade | -39487 | -25908 | -39487 | -130126 | -118779 | -130126 |
Avg Bars in Trades | 52 | 44 | 59 | 52 | 44 | 59 |
Avg Bars in Winners | 87 | 71 | 104 | 87 | 71 | 104 |
Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
Bars Traded | 9369 | 4007 | 5362 | 9369 | 4007 | 5362 |
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 | 325240 | 311170 | -266733 | -294269 | -582881 | -177919 |
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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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