Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415479.2955 | 343181.7563 | 72297.5391 | 20344.8433 | -43696.7695 | 64041.6128 |
Total P&L (%) | 415.4793 | 343.1818 | 72.2975 | 20.3448 | -43.6968 | 64.0416 |
Avg Daily Profit (%) | 0.2375 | 0.1962 | 0.0413 | 0.0106 | -0.0328 | 0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141413 | -133036 | -89824 | -186831 | -174826 | -108849 |
Profit Factor | 1.5279 | 1.8941 | 1.1793 | 1.0208 | 0.9107 | 1.1316 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 42.1348 | 37.0787 | 47.191 | 42.1348 | 37.0787 | 47.191 |
Ratio Avg Win / Avg Loss | 2.0984 | 3.2142 | 1.3197 | 1.402 | 1.5454 | 1.2663 |
Largest Winning Trade | 220668 | 220668 | 72223 | 117795 | 117795 | 90715 |
Largest Losing Trade | -76227 | -28187 | -76227 | -76227 | -37473 | -76227 |
Avg Bars in Trades | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Winners | 81 | 66 | 92 | 81 | 66 | 92 |
Avg Bars in Losers | 40 | 35 | 46 | 40 | 35 | 46 |
Bars Traded | 10266 | 4182 | 6083 | 10266 | 4182 | 6083 |
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 | 302514 | 210347 | -162367 | -385075 | -583341 | -232682 |
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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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