Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393152.0786 | 330992.4093 | 62159.6693 | 91361.6883 | 266841.2892 | -175479.6009 |
Total P&L (%) | 393.1521 | 330.9924 | 62.1597 | 91.3617 | 266.8413 | -175.4796 |
Avg Daily Profit (%) | 0.1782 | 0.15 | 0.0282 | 0.0294 | 0.0589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145871 | -143720 | -102691 | -282884 | -195321 | -186059 |
Profit Factor | 1.4058 | 1.7664 | 1.1158 | 1.064 | 1.4336 | 0.7838 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 51.1494 | 51.7241 | 50.5747 | 51.1494 | 51.7241 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.3426 | 1.6487 | 1.0904 | 1.0162 | 1.338 | 0.766 |
Largest Winning Trade | 75881 | 75881 | 49083 | 99908 | 99908 | 87475 |
Largest Losing Trade | -75484 | -29316 | -75484 | -119311 | -67619 | -119311 |
Avg Bars in Trades | 24 | 16 | 32 | 24 | 16 | 32 |
Avg Bars in Winners | 29 | 16 | 42 | 29 | 16 | 42 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 4209 | 1423 | 2786 | 4209 | 1423 | 2786 |
Profit Streak | 0 | 0 | 60.2326 | 0 | 0 | 60.2326 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342116 | 386028 | -248634 | -302357 | -113162 | -580464 |
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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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