Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174183.1331 | 58298.9414 | 115884.1917 | 112495.7243 | 9419.6657 | 103076.0586 |
Total P&L (%) | 174.1831 | 58.2989 | 115.8842 | 112.4957 | 9.4197 | 103.0761 |
Avg Daily Profit (%) | 0.155 | 0.0519 | 0.1031 | 0.0671 | 0.008 | 0.063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94154 | -46859 | -110347 | -141771 | -125928 | -140524 |
Profit Factor | 1.3447 | 1.2537 | 1.4206 | 1.1278 | 1.0228 | 1.2206 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 46.7742 | 46.2366 | 47.3118 | 46.7742 | 46.2366 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.5302 | 1.4578 | 1.5821 | 1.2834 | 1.1893 | 1.3593 |
Largest Winning Trade | 41110 | 31794 | 41110 | 86224 | 33491 | 86224 |
Largest Losing Trade | -47121 | -23820 | -47121 | -60538 | -29900 | -60538 |
Avg Bars in Trades | 17 | 5 | 29 | 17 | 5 | 29 |
Avg Bars in Winners | 29 | 4 | 52 | 29 | 4 | 52 |
Avg Bars in Losers | 7 | 5 | 9 | 7 | 5 | 9 |
Bars Traded | 3247 | 485 | 2762 | 3247 | 485 | 2762 |
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 | 313264 | -126120 | -54480 | -183271 | -544815 | -110219 |
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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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