Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239663.8071 | 93557.2182 | 146106.589 | 290847.115 | 43919.6887 | 246927.4263 |
Total P&L (%) | 239.6638 | 93.5572 | 146.1066 | 290.8471 | 43.9197 | 246.9274 |
Avg Daily Profit (%) | 0.2157 | 0.0842 | 0.1315 | 0.1227 | 0.0328 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79206 | -71275 | -44473 | -381858 | -259360 | -212774 |
Profit Factor | 1.5507 | 1.3808 | 1.7711 | 1.209 | 1.058 | 1.3896 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 43.6464 | 39.5604 | 47.7778 | 43.6464 | 39.5604 | 47.7778 |
Ratio Avg Win / Avg Loss | 2.0022 | 2.1095 | 1.9358 | 1.561 | 1.6163 | 1.5189 |
Largest Winning Trade | 123661 | 123661 | 24699 | 188826 | 188826 | 93384 |
Largest Losing Trade | -17785 | -17785 | -14661 | -118760 | -118760 | -80392 |
Avg Bars in Trades | 71 | 69 | 74 | 71 | 69 | 74 |
Avg Bars in Winners | 98 | 93 | 102 | 98 | 93 | 102 |
Avg Bars in Losers | 51 | 53 | 48 | 51 | 53 | 48 |
Bars Traded | 13015 | 6327 | 6687 | 13015 | 6327 | 6687 |
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 | 322524 | -83241 | -15332 | -30044 | -311015 | -42913 |
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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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