Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489247.4106 | 435513.2507 | 53734.1599 | 28744.6753 | -126288.0376 | 155032.7129 |
Total P&L (%) | 489.2474 | 435.5133 | 53.7342 | 28.7447 | -126.288 | 155.0327 |
Avg Daily Profit (%) | 0.2074 | 0.1846 | 0.0228 | 0.0107 | 0 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144694 | -109909 | -229767 | -384787 | -323782 | -189933 |
Profit Factor | 1.4717 | 1.866 | 1.1006 | 1.0209 | 0.834 | 1.2533 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 44.5026 | 37.5 | 51.5789 | 44.5026 | 37.5 | 51.5789 |
Ratio Avg Win / Avg Loss | 1.8353 | 3.11 | 1.0332 | 1.2732 | 1.39 | 1.1766 |
Largest Winning Trade | 222703 | 222703 | 60513 | 154949 | 151973 | 154949 |
Largest Losing Trade | -62519 | -30217 | -62519 | -80557 | -79212 | -80557 |
Avg Bars in Trades | 72 | 62 | 83 | 72 | 62 | 83 |
Avg Bars in Winners | 115 | 100 | 126 | 115 | 100 | 126 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 13903 | 5983 | 7920 | 13903 | 5983 | 7920 |
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 | 316478 | 211403 | -273506 | -380377 | -584270 | -140168 |
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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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