Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503504.8602 | 374337.389 | 129167.4713 | 257549.1105 | -24048.8651 | 281597.9756 |
Total P&L (%) | 503.5049 | 374.3374 | 129.1675 | 257.5491 | -24.0489 | 281.598 |
Avg Daily Profit (%) | 0.289 | 0.2149 | 0.0741 | 0.0732 | -0.0158 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108165 | -106465 | -75164 | -573095 | -622634 | -499397 |
Profit Factor | 1.6125 | 1.7884 | 1.3719 | 1.061 | 0.9902 | 1.1587 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 44.7917 | 39.5833 | 50 | 44.7917 | 39.5833 | 50 |
Ratio Avg Win / Avg Loss | 1.9874 | 2.7297 | 1.3719 | 1.3078 | 1.5113 | 1.1587 |
Largest Winning Trade | 262379 | 262379 | 71338 | 436375 | 436375 | 306101 |
Largest Losing Trade | -39333 | -33263 | -39333 | -296129 | -139291 | -296129 |
Avg Bars in Trades | 35 | 26 | 44 | 35 | 26 | 44 |
Avg Bars in Winners | 46 | 32 | 56 | 46 | 32 | 56 |
Avg Bars in Losers | 26 | 22 | 32 | 26 | 22 | 32 |
Bars Traded | 6818 | 2542 | 4276 | 6818 | 2542 | 4276 |
Profit Streak | 0 | 0 | 15.6136 | 0 | 0 | 15.6136 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389913 | 254487 | -93134 | -249684 | -582071 | -135931 |
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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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