Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350835.4675 | 319538.484 | 31296.9835 | 66256.876 | 90254.184 | -23997.308 |
Total P&L (%) | 350.8355 | 319.5385 | 31.297 | 66.2569 | 90.2542 | -23.9973 |
Avg Daily Profit (%) | 0.1685 | 0.1534 | 0.015 | 0.0244 | 0.0309 | -0.0132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99759 | -55422 | -109779 | -349077 | -208362 | -211973 |
Profit Factor | 1.3748 | 1.6924 | 1.0659 | 1.0277 | 1.0728 | 0.9791 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 51.269 | 49.4949 | 53.0612 | 51.269 | 49.4949 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.3067 | 1.727 | 0.9429 | 0.9768 | 1.0947 | 0.8662 |
Largest Winning Trade | 118352 | 118352 | 50994 | 164291 | 164291 | 99274 |
Largest Losing Trade | -55422 | -55422 | -40100 | -203384 | -203384 | -160725 |
Avg Bars in Trades | 125 | 110 | 140 | 125 | 110 | 140 |
Avg Bars in Winners | 135 | 104 | 165 | 135 | 104 | 165 |
Avg Bars in Losers | 114 | 115 | 113 | 114 | 115 | 113 |
Bars Traded | 24701 | 10914 | 13786 | 24701 | 10914 | 13786 |
Profit Streak | 0 | 0 | 31.4586 | 0 | 0 | 31.4586 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327174 | 357949 | -324782 | -351015 | -292553 | -580133 |
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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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