Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431803.5612 | 291200.4642 | 140603.097 | 936712.0387 | 402282.0291 | 534430.0096 |
Total P&L (%) | 431.8036 | 291.2005 | 140.6031 | 936.712 | 402.282 | 534.43 |
Avg Daily Profit (%) | 0.3457 | 0.2332 | 0.1126 | 0.1874 | 0.1293 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87915 | -57260 | -48686 | -312444 | -271563 | -144747 |
Profit Factor | 1.717 | 1.9135 | 1.496 | 1.5284 | 1.3865 | 1.7303 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 51.6779 | 45.9459 | 57.3333 | 51.6779 | 45.9459 | 57.3333 |
Ratio Avg Win / Avg Loss | 1.6055 | 2.2511 | 1.1133 | 1.4292 | 1.6312 | 1.2877 |
Largest Winning Trade | 123584 | 123584 | 27867 | 351166 | 351166 | 140382 |
Largest Losing Trade | -57308 | -33070 | -57308 | -163232 | -163232 | -107257 |
Avg Bars in Trades | 93 | 122 | 65 | 93 | 122 | 65 |
Avg Bars in Winners | 116 | 161 | 80 | 116 | 161 | 80 |
Avg Bars in Losers | 69 | 88 | 45 | 69 | 88 | 45 |
Bars Traded | 13948 | 9030 | 4918 | 13948 | 9030 | 4918 |
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 | 458365 | -54497 | -97147 | 360786 | -84697 | -48561 |
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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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