Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376165.1956 | 136082.852 | 240082.3436 | 412593.7159 | 56684.2994 | 355909.4165 |
Total P&L (%) | 376.1652 | 136.0829 | 240.0823 | 412.5937 | 56.6843 | 355.9094 |
Avg Daily Profit (%) | 0.2524 | 0.0913 | 0.1611 | 0.1097 | 0.0301 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223892 | -98917 | -168922 | -990794 | -521417 | -765725 |
Profit Factor | 1.4664 | 1.3231 | 1.6229 | 1.1108 | 1.0288 | 1.2028 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 50.5952 | 45.2381 | 55.9524 | 50.5952 | 45.2381 | 55.9524 |
Ratio Avg Win / Avg Loss | 1.4319 | 1.6016 | 1.2776 | 1.0846 | 1.2454 | 0.9469 |
Largest Winning Trade | 112845 | 112845 | 47005 | 322014 | 322014 | 300302 |
Largest Losing Trade | -27681 | -27681 | -25359 | -154954 | -148636 | -154954 |
Avg Bars in Trades | 104 | 81 | 126 | 104 | 81 | 126 |
Avg Bars in Winners | 124 | 80 | 160 | 124 | 80 | 160 |
Avg Bars in Losers | 82 | 82 | 83 | 82 | 82 | 83 |
Bars Traded | 17478 | 6845 | 10633 | 17478 | 6845 | 10633 |
Profit Streak | 0 | 0 | 46.938 | 0 | 0 | 46.938 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364551 | -71918 | 369038 | -144234 | -344562 | -58197 |
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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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