Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539584.8217 | 418312.4687 | 121272.3531 | 319631.9902 | -180631.3185 | 500263.3088 |
Total P&L (%) | 539.5848 | 418.3125 | 121.2724 | 319.632 | -180.6313 | 500.2633 |
Avg Daily Profit (%) | 0.2836 | 0.2199 | 0.0637 | 0.0754 | 0 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111862 | -129728 | -117467 | -890978 | -1157681 | -463005 |
Profit Factor | 1.5898 | 1.8358 | 1.2927 | 1.0739 | 0.9302 | 1.2878 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Profitability (%) | 38.342 | 34.0206 | 42.7083 | 38.342 | 34.0206 | 42.7083 |
Ratio Avg Win / Avg Loss | 2.5566 | 3.5603 | 1.7342 | 1.7269 | 1.8041 | 1.7275 |
Largest Winning Trade | 177683 | 177683 | 52131 | 391533 | 391533 | 373688 |
Largest Losing Trade | -34280 | -34280 | -28003 | -390800 | -390800 | -238975 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 47 | 50 | 45 | 47 | 50 | 45 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 5540 | 2897 | 2643 | 5540 | 2897 | 2643 |
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 | 305046 | 181532 | -109512 | -233657 | -584232 | -68451 |
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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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