Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305192.5641 | 236582.9956 | 68609.5685 | 386850.6081 | 371302.0879 | 15548.5202 |
Total P&L (%) | 305.1926 | 236.583 | 68.6096 | 386.8506 | 371.3021 | 15.5485 |
Avg Daily Profit (%) | 0.2834 | 0.2197 | 0.0637 | 0.1471 | 0.1441 | 0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83999 | -76894 | -68963 | -953169 | -549651 | -793311 |
Profit Factor | 1.4638 | 1.6791 | 1.2215 | 1.0875 | 1.1641 | 1.0072 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 49.0196 | 50 | 48.0519 | 49.0196 | 50 | 48.0519 |
Ratio Avg Win / Avg Loss | 1.5223 | 1.6791 | 1.3206 | 1.131 | 1.1641 | 1.0889 |
Largest Winning Trade | 82870 | 82870 | 20046 | 242552 | 242552 | 181403 |
Largest Losing Trade | -38137 | -25266 | -38137 | -385706 | -185569 | -385706 |
Avg Bars in Trades | 39 | 51 | 27 | 39 | 51 | 27 |
Avg Bars in Winners | 46 | 56 | 35 | 46 | 56 | 35 |
Avg Bars in Losers | 32 | 46 | 19 | 32 | 46 | 19 |
Bars Traded | 6018 | 3921 | 2097 | 6018 | 3921 | 2097 |
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 | 394195 | -38488 | -150793 | -120561 | -90248 | -439808 |
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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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