Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347938.4038 | 266471.648 | 81466.7558 | 59734.3909 | -56033.4002 | 115767.7911 |
Total P&L (%) | 347.9384 | 266.4716 | 81.4668 | 59.7344 | -56.0334 | 115.7678 |
Avg Daily Profit (%) | 0.181 | 0.1386 | 0.0424 | 0.0244 | -0.0427 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139876 | -151696 | -78391 | -301931 | -333477 | -76347 |
Profit Factor | 1.3681 | 1.4805 | 1.2086 | 1.045 | 0.9336 | 1.2387 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 48.9011 | 45.0549 | 52.7473 | 48.9011 | 45.0549 | 52.7473 |
Ratio Avg Win / Avg Loss | 1.4296 | 1.8054 | 1.0827 | 1.0919 | 1.1385 | 1.1097 |
Largest Winning Trade | 106436 | 106436 | 52178 | 99334 | 99334 | 77676 |
Largest Losing Trade | -54753 | -48330 | -54753 | -86088 | -86088 | -76347 |
Avg Bars in Trades | 61 | 77 | 46 | 61 | 77 | 46 |
Avg Bars in Winners | 70 | 83 | 59 | 70 | 83 | 59 |
Avg Bars in Losers | 53 | 72 | 30 | 53 | 72 | 30 |
Bars Traded | 11262 | 7063 | 4198 | 11262 | 7063 | 4198 |
Profit Streak | 0 | 0 | 119.4027 | 0 | 0 | 119.4027 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305429 | -7965 | -135393 | -331544 | -581345 | -138362 |
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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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