Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468041.604 | 359382.4011 | 108659.2029 | 696933.6681 | 441842.3653 | 255091.3028 |
Total P&L (%) | 468.0416 | 359.3824 | 108.6592 | 696.9337 | 441.8424 | 255.0913 |
Avg Daily Profit (%) | 0.2496 | 0.1917 | 0.058 | 0.1108 | 0.0902 | 0.0676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159678 | -105222 | -121584 | -408835 | -247363 | -368133 |
Profit Factor | 1.6142 | 1.8572 | 1.317 | 1.2743 | 1.3135 | 1.2255 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 52.6946 | 50 | 55.4217 | 52.6946 | 50 | 55.4217 |
Ratio Avg Win / Avg Loss | 1.4491 | 1.8572 | 1.0593 | 1.144 | 1.3135 | 0.9858 |
Largest Winning Trade | 106591 | 106591 | 39201 | 277381 | 277381 | 156356 |
Largest Losing Trade | -47465 | -47465 | -43657 | -186370 | -100487 | -186370 |
Avg Bars in Trades | 32 | 30 | 35 | 32 | 30 | 35 |
Avg Bars in Winners | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 5503 | 2581 | 2922 | 5503 | 2581 | 2922 |
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 | 403700 | 386830 | -114978 | -43558 | -72750 | -104330 |
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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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