Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532495.9374 | 406394.957 | 126100.9804 | 509331.9144 | 458359.8376 | 50972.0767 |
Total P&L (%) | 532.4959 | 406.395 | 126.101 | 509.3319 | 458.3598 | 50.9721 |
Avg Daily Profit (%) | 0.2319 | 0.177 | 0.0549 | 0.0787 | 0.0749 | 0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95495 | -115117 | -102849 | -333995 | -338901 | -249641 |
Profit Factor | 1.6356 | 1.924 | 1.3168 | 1.2008 | 1.3298 | 1.0445 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 45.098 | 45.4545 | 44.7368 | 45.098 | 45.4545 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.9911 | 2.3088 | 1.6266 | 1.4618 | 1.5957 | 1.2902 |
Largest Winning Trade | 191549 | 191549 | 63490 | 481597 | 481597 | 213023 |
Largest Losing Trade | -42180 | -40236 | -42180 | -139937 | -139937 | -130851 |
Avg Bars in Trades | 87 | 68 | 105 | 87 | 68 | 105 |
Avg Bars in Winners | 134 | 92 | 177 | 134 | 92 | 177 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 13330 | 5297 | 8033 | 13330 | 5297 | 8033 |
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 | 370911 | -32647 | -169778 | -89020 | -135236 | -393280 |
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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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