Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465569.5111 | 432695.7972 | 32873.7139 | 79399.0786 | 64266.2959 | 15132.7828 |
Total P&L (%) | 465.5695 | 432.6958 | 32.8737 | 79.3991 | 64.2663 | 15.1328 |
Avg Daily Profit (%) | 0.1926 | 0.179 | 0.0136 | 0.0242 | 0.0205 | 0.0058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123597 | -100698 | -178890 | -424021 | -348338 | -215499 |
Profit Factor | 1.4097 | 1.7608 | 1.0579 | 1.0381 | 1.0582 | 1.0155 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 48.1013 | 44.3038 | 51.8987 | 48.1013 | 44.3038 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.521 | 2.2136 | 0.9805 | 1.1201 | 1.3303 | 0.9411 |
Largest Winning Trade | 122005 | 122005 | 68508 | 193323 | 193323 | 130038 |
Largest Losing Trade | -35366 | -31289 | -35366 | -118403 | -118403 | -95530 |
Avg Bars in Trades | 29 | 21 | 36 | 29 | 21 | 36 |
Avg Bars in Winners | 36 | 21 | 49 | 36 | 21 | 49 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4636 | 1725 | 2911 | 4636 | 1725 | 2911 |
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 | 352458 | -18115 | -362717 | -338811 | -351210 | -427078 |
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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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