Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383476.8256 | 290077.3169 | 93399.5087 | 89123.043 | -4249.4027 | 93372.4457 |
Total P&L (%) | 383.4768 | 290.0773 | 93.3995 | 89.123 | -4.2494 | 93.3724 |
Avg Daily Profit (%) | 0.2 | 0.1513 | 0.0487 | 0.0332 | -0.0023 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135066 | -62451 | -173248 | -381881 | -268120 | -145738 |
Profit Factor | 1.4645 | 1.7326 | 1.2174 | 1.0655 | 0.9941 | 1.1463 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 49.2147 | 44.2105 | 54.1667 | 49.2147 | 44.2105 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.5113 | 2.1864 | 1.0301 | 1.0995 | 1.2545 | 0.9699 |
Largest Winning Trade | 136472 | 136472 | 53093 | 210297 | 210297 | 117055 |
Largest Losing Trade | -61978 | -47773 | -61978 | -161573 | -161573 | -66120 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 44 | 49 | 41 | 44 | 49 | 41 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 7323 | 3764 | 3559 | 7323 | 3764 | 3559 |
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 | 378576 | 285725 | -128039 | -296236 | -581663 | -207977 |
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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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