Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414745.838 | 198224.6714 | 216521.1666 | 451029.5865 | 148255.9473 | 302773.6392 |
Total P&L (%) | 414.7458 | 198.2247 | 216.5212 | 451.0296 | 148.2559 | 302.7736 |
Avg Daily Profit (%) | 0.2361 | 0.1129 | 0.1233 | 0.0972 | 0.0518 | 0.0793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104091 | -81862 | -56924 | -254867 | -175177 | -107235 |
Profit Factor | 1.5896 | 1.5226 | 1.6679 | 1.3512 | 1.2092 | 1.5258 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 41.4634 | 35.3659 | 47.561 | 41.4634 | 35.3659 | 47.561 |
Ratio Avg Win / Avg Loss | 2.2441 | 2.7827 | 1.839 | 1.9075 | 2.21 | 1.6823 |
Largest Winning Trade | 162900 | 162900 | 55986 | 196682 | 196682 | 142153 |
Largest Losing Trade | -26621 | -26621 | -21593 | -89633 | -89633 | -42818 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 3319 | 1522 | 1797 | 3319 | 1522 | 1797 |
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 | 313613 | -49653 | -30417 | -63872 | -132996 | -89561 |
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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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