Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270976.7377 | 114349.8723 | 156626.8653 | 16736.2798 | -253042.6152 | 269778.895 |
Total P&L (%) | 270.9767 | 114.3499 | 156.6269 | 16.7363 | -253.0426 | 269.7789 |
Avg Daily Profit (%) | 0.1829 | 0.0772 | 0.1057 | 0.0104 | 0 | 0.0883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151093 | -168255 | -87228 | -309952 | -418380 | -105845 |
Profit Factor | 1.2683 | 1.1854 | 1.3984 | 1.0116 | 0.7458 | 1.6098 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 52.3316 | 47.4227 | 57.2917 | 52.3316 | 47.4227 | 57.2917 |
Ratio Avg Win / Avg Loss | 1.1553 | 1.3142 | 1.0425 | 0.9215 | 0.8268 | 1.2 |
Largest Winning Trade | 122557 | 122557 | 34246 | 122557 | 122557 | 58548 |
Largest Losing Trade | -41551 | -41551 | -35467 | -89368 | -89368 | -47302 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 5840 | 2947 | 2893 | 5840 | 2947 | 2893 |
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 | 312402 | -107823 | -50510 | -396019 | -582075 | -72476 |
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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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