Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409014.9285 | 295586.2398 | 113428.6887 | 106680.0377 | 218332.6748 | -111652.6372 |
Total P&L (%) | 409.0149 | 295.5862 | 113.4287 | 106.68 | 218.3327 | -111.6526 |
Avg Daily Profit (%) | 0.2778 | 0.2007 | 0.077 | 0.0493 | 0.0787 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168022 | -106449 | -73378 | -1714370 | -1038284 | -711393 |
Profit Factor | 1.504 | 1.6853 | 1.2983 | 1.0219 | 1.0877 | 0.953 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 41.4365 | 33.3333 | 49.4505 | 41.4365 | 33.3333 | 49.4505 |
Ratio Avg Win / Avg Loss | 2.1256 | 3.3706 | 1.3272 | 1.4443 | 2.1755 | 0.9741 |
Largest Winning Trade | 254623 | 254623 | 35553 | 859070 | 859070 | 232139 |
Largest Losing Trade | -38232 | -28811 | -38232 | -445187 | -291275 | -445187 |
Avg Bars in Trades | 92 | 120 | 63 | 92 | 120 | 63 |
Avg Bars in Winners | 127 | 209 | 73 | 127 | 209 | 73 |
Avg Bars in Losers | 66 | 76 | 54 | 66 | 76 | 54 |
Bars Traded | 16654 | 10863 | 5791 | 16654 | 10863 | 5791 |
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 | 300419 | 144907 | -90542 | -325821 | -217618 | -581302 |
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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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