Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497894.4834 | 440251.2719 | 57643.2115 | 137642.4845 | -43428.3247 | 181070.8093 |
Total P&L (%) | 497.8945 | 440.2513 | 57.6432 | 137.6425 | -43.4283 | 181.0708 |
Avg Daily Profit (%) | 0.2688 | 0.2377 | 0.0311 | 0.0467 | -0.0308 | 0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130825 | -137952 | -75561 | -1324334 | -1420436 | -646068 |
Profit Factor | 1.5939 | 2.0407 | 1.1388 | 1.0218 | 0.9873 | 1.0622 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 44.5596 | 44.3299 | 44.7917 | 44.5596 | 44.3299 | 44.7917 |
Ratio Avg Win / Avg Loss | 1.9831 | 2.5627 | 1.4037 | 1.2713 | 1.2398 | 1.3093 |
Largest Winning Trade | 397107 | 397107 | 64240 | 573063 | 573063 | 425298 |
Largest Losing Trade | -33672 | -22520 | -33672 | -281558 | -257325 | -281558 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 53 | 46 | 61 | 53 | 46 | 61 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 7159 | 3107 | 4053 | 7159 | 3107 | 4053 |
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 | 363425 | 335572 | -222292 | -328178 | -581611 | -272787 |
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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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