Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215398.3892 | 125192.6771 | 90205.7121 | -11425.4941 | 86180.9615 | -97606.4556 |
Total P&L (%) | 215.3984 | 125.1927 | 90.2057 | -11.4255 | 86.181 | -97.6065 |
Avg Daily Profit (%) | 0.1572 | 0.0914 | 0.0658 | -0.0089 | 0.0454 | -0.2721 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106607 | -71684 | -123414 | -263218 | -173251 | -351257 |
Profit Factor | 1.2545 | 1.3113 | 1.2031 | 0.992 | 1.1317 | 0.8734 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 53.1915 | 50 | 56.383 | 53.1915 | 50 | 56.383 |
Ratio Avg Win / Avg Loss | 1.104 | 1.3113 | 0.9307 | 0.8729 | 1.1317 | 0.6757 |
Largest Winning Trade | 46209 | 40083 | 46209 | 87839 | 87839 | 46209 |
Largest Losing Trade | -76673 | -32984 | -76673 | -227567 | -64043 | -227567 |
Avg Bars in Trades | 42 | 49 | 36 | 42 | 49 | 36 |
Avg Bars in Winners | 39 | 42 | 35 | 39 | 42 | 35 |
Avg Bars in Losers | 46 | 55 | 36 | 46 | 55 | 36 |
Bars Traded | 8029 | 4633 | 3397 | 8029 | 4633 | 3397 |
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 | 304537 | -71113 | -106665 | -579379 | -208221 | -580253 |
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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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