Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256714.5481 | 128705.7707 | 128008.7774 | 48507.3487 | 16306.5818 | 32200.7669 |
Total P&L (%) | 256.7145 | 128.7058 | 128.0088 | 48.5073 | 16.3066 | 32.2008 |
Avg Daily Profit (%) | 0.251 | 0.1258 | 0.1252 | 0.0387 | 0.0148 | 0.0273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255930 | -185027 | -152657 | -204561 | -70179 | -163989 |
Profit Factor | 1.3291 | 1.2685 | 1.4257 | 1.0918 | 1.0569 | 1.1332 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 44.3299 | 39.1753 | 49.4845 | 44.3299 | 39.1753 | 49.4845 |
Ratio Avg Win / Avg Loss | 1.669 | 1.9694 | 1.4554 | 1.3711 | 1.641 | 1.1568 |
Largest Winning Trade | 195315 | 195315 | 33231 | 41773 | 41773 | 32520 |
Largest Losing Trade | -25765 | -25765 | -22190 | -32350 | -29357 | -32350 |
Avg Bars in Trades | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Winners | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Losers | 16 | 20 | 10 | 16 | 20 | 10 |
Bars Traded | 3852 | 2200 | 1653 | 3852 | 2200 | 1653 |
Profit Streak | 0 | 0 | 19.5198 | 0 | 0 | 19.5198 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306648 | -28240 | -24733 | -263132 | -343507 | -232954 |
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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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