Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328280.3534 | 213008.7608 | 115271.5926 | 733690.6881 | 748345.5919 | -14654.9038 |
Total P&L (%) | 328.2804 | 213.0088 | 115.2716 | 733.6907 | 748.3456 | -14.6549 |
Avg Daily Profit (%) | 0.3152 | 0.2045 | 0.1107 | 0.2038 | 0.2055 | -0.0152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82088 | -52527 | -60832 | -1181379 | -467430 | -908376 |
Profit Factor | 1.6742 | 1.8415 | 1.4931 | 1.2891 | 1.6407 | 0.9893 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 38.8601 | 35.4167 | 42.268 | 38.8601 | 35.4167 | 42.268 |
Ratio Avg Win / Avg Loss | 2.6341 | 3.358 | 2.0393 | 2.0282 | 2.9918 | 1.3512 |
Largest Winning Trade | 83115 | 83115 | 48122 | 529048 | 529048 | 348255 |
Largest Losing Trade | -18302 | -18302 | -13516 | -318957 | -318957 | -272365 |
Avg Bars in Trades | 128 | 120 | 135 | 128 | 120 | 135 |
Avg Bars in Winners | 225 | 221 | 229 | 225 | 221 | 229 |
Avg Bars in Losers | 65 | 65 | 66 | 65 | 65 | 66 |
Bars Traded | 24718 | 11598 | 13120 | 24718 | 11598 | 13120 |
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 | 304388 | 186644 | -46179 | 211576 | 187991 | -582413 |
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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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