Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313946.3293 | 195306.3963 | 118639.9329 | 308244.5921 | 171792.6378 | 136451.9543 |
Total P&L (%) | 313.9463 | 195.3064 | 118.6399 | 308.2446 | 171.7926 | 136.452 |
Avg Daily Profit (%) | 0.2295 | 0.1428 | 0.0867 | 0.1029 | 0.0731 | 0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63303 | -60476 | -40881 | -342523 | -323656 | -200150 |
Profit Factor | 1.6507 | 1.8341 | 1.4777 | 1.1866 | 1.2303 | 1.1507 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 42.623 | 37.3626 | 47.8261 | 42.623 | 37.3626 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.222 | 3.0747 | 1.6121 | 1.5974 | 2.0625 | 1.2553 |
Largest Winning Trade | 179475 | 179475 | 58145 | 290999 | 290999 | 255776 |
Largest Losing Trade | -27230 | -17980 | -27230 | -90861 | -56502 | -90861 |
Avg Bars in Trades | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Winners | 38 | 28 | 45 | 38 | 28 | 45 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3846 | 1508 | 2338 | 3846 | 1508 | 2338 |
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 | 337193 | -3916 | -75767 | -71383 | -99496 | -164552 |
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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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