Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723914.5372 | 547911.997 | 176002.5403 | 593720.5304 | 63926.1618 | 529794.3685 |
Total P&L (%) | 723.9145 | 547.912 | 176.0025 | 593.7205 | 63.9262 | 529.7944 |
Avg Daily Profit (%) | 0.4903 | 0.3711 | 0.1192 | 0.1313 | 0.0335 | 0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183987 | -125371 | -93794 | -342694 | -287416 | -186313 |
Profit Factor | 1.7473 | 1.9641 | 1.4395 | 1.2567 | 1.0442 | 1.6116 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 41.4894 | 37.234 | 45.7447 | 41.4894 | 37.234 | 45.7447 |
Ratio Avg Win / Avg Loss | 2.4641 | 3.311 | 1.7074 | 1.7723 | 1.7602 | 1.9115 |
Largest Winning Trade | 316608 | 316608 | 68935 | 242342 | 242342 | 124827 |
Largest Losing Trade | -46344 | -30229 | -46344 | -160487 | -142124 | -160487 |
Avg Bars in Trades | 92 | 87 | 97 | 92 | 87 | 97 |
Avg Bars in Winners | 127 | 106 | 144 | 127 | 106 | 144 |
Avg Bars in Losers | 68 | 76 | 58 | 68 | 76 | 58 |
Bars Traded | 17427 | 8248 | 9179 | 17427 | 8248 | 9179 |
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 | 414229 | 286684 | -33771 | -18750 | -324632 | -25004 |
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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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