Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530384.0698 | 491132.2286 | 39251.8411 | 34848.0359 | 334527.9384 | -299679.9025 |
Total P&L (%) | 530.3841 | 491.1322 | 39.2518 | 34.848 | 334.5279 | -299.6799 |
Avg Daily Profit (%) | 0.2824 | 0.2615 | 0.0209 | 0.0159 | 0.0782 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167345 | -100514 | -167030 | -447650 | -212679 | -382375 |
Profit Factor | 1.4733 | 1.848 | 1.0725 | 1.0182 | 1.3687 | 0.7027 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 39.8964 | 33.3333 | 46.3918 | 39.8964 | 33.3333 | 46.3918 |
Ratio Avg Win / Avg Loss | 2.2195 | 3.696 | 1.2393 | 1.5339 | 2.7373 | 0.812 |
Largest Winning Trade | 243797 | 243797 | 82695 | 258181 | 258181 | 86555 |
Largest Losing Trade | -39801 | -37906 | -39801 | -165444 | -111762 | -165444 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 5564 | 2468 | 3096 | 5564 | 2468 | 3096 |
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 | 300766 | 185459 | -309728 | -376305 | -93369 | -582476 |
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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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