Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316254.0255 | 202253.1931 | 114000.8325 | 16622.7223 | -2891.0005 | 19513.7227 |
Total P&L (%) | 316.254 | 202.2532 | 114.0008 | 16.6227 | -2.891 | 19.5137 |
Avg Daily Profit (%) | 0.1662 | 0.1063 | 0.0599 | 0.0081 | -0.0015 | 0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185406 | -79052 | -155729 | -139412 | -136563 | -104902 |
Profit Factor | 1.3465 | 1.4104 | 1.2716 | 1.0171 | 0.9946 | 1.0445 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 45.6522 | 40.2174 | 51.087 | 45.6522 | 40.2174 | 51.087 |
Ratio Avg Win / Avg Loss | 1.603 | 2.0965 | 1.2175 | 1.2109 | 1.4784 | 1 |
Largest Winning Trade | 130722 | 130722 | 53989 | 88778 | 88778 | 52887 |
Largest Losing Trade | -51601 | -31462 | -51601 | -63154 | -42185 | -63154 |
Avg Bars in Trades | 29 | 33 | 26 | 29 | 33 | 26 |
Avg Bars in Winners | 40 | 47 | 35 | 40 | 47 | 35 |
Avg Bars in Losers | 20 | 24 | 16 | 20 | 24 | 16 |
Bars Traded | 5496 | 3083 | 2413 | 5496 | 3083 | 2413 |
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 | 301031 | -53341 | -112911 | -393321 | -583224 | -359033 |
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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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