Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185213.1997 | 132019.3063 | 53193.8933 | 10009.1164 | 110270.2189 | -100261.1025 |
Total P&L (%) | 185.2132 | 132.0193 | 53.1939 | 10.0091 | 110.2702 | -100.2611 |
Avg Daily Profit (%) | 0.1793 | 0.1278 | 0.0515 | 0.0092 | 0.072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123437 | -45025 | -130558 | -261713 | -48557 | -219557 |
Profit Factor | 1.265 | 1.7764 | 1.1006 | 1.0164 | 1.8208 | 0.7887 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 52.8497 | 54.6392 | 51.0417 | 52.8497 | 54.6392 | 51.0417 |
Ratio Avg Win / Avg Loss | 1.1286 | 1.4747 | 1.0557 | 0.9068 | 1.5116 | 0.7565 |
Largest Winning Trade | 57031 | 47594 | 57031 | 63977 | 48605 | 63977 |
Largest Losing Trade | -50608 | -18699 | -50608 | -156469 | -20147 | -156469 |
Avg Bars in Trades | 62 | 7 | 117 | 62 | 7 | 117 |
Avg Bars in Winners | 82 | 6 | 164 | 82 | 6 | 164 |
Avg Bars in Losers | 39 | 7 | 69 | 39 | 7 | 69 |
Bars Traded | 11999 | 686 | 11313 | 11999 | 686 | 11313 |
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 | 312999 | -19521 | -235301 | -548712 | -92780 | -580940 |
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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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