Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362025.5694 | 320390.4055 | 41635.1639 | 39973.6167 | 310116.5457 | -270142.929 |
Total P&L (%) | 362.0256 | 320.3904 | 41.6352 | 39.9736 | 310.1165 | -270.1429 |
Avg Daily Profit (%) | 0.1923 | 0.1701 | 0.0221 | 0.0179 | 0.075 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172979 | -107489 | -108028 | -899855 | -312096 | -631195 |
Profit Factor | 1.38 | 1.662 | 1.0888 | 1.0178 | 1.3381 | 0.7958 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 44.6154 | 39.7959 | 49.4845 | 44.6154 | 39.7959 | 49.4845 |
Ratio Avg Win / Avg Loss | 1.7131 | 2.5143 | 1.1115 | 1.2635 | 2.0243 | 0.8124 |
Largest Winning Trade | 166516 | 166516 | 48938 | 211789 | 211789 | 135264 |
Largest Losing Trade | -72836 | -24239 | -72836 | -609376 | -92704 | -609376 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 3549 | 1797 | 1752 | 3549 | 1797 | 1752 |
Profit Streak | 0 | 0 | 83.9546 | 0 | 0 | 83.9546 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303966 | 235100 | -287068 | -372912 | -95393 | -579631 |
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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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