Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364790.5067 | 240490.2476 | 124300.2591 | -20422.7449 | 35319.4266 | -55742.1715 |
Total P&L (%) | 364.7905 | 240.4902 | 124.3003 | -20.4227 | 35.3194 | -55.7422 |
Avg Daily Profit (%) | 0.2288 | 0.1508 | 0.078 | -0.0143 | 0.019 | -0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191067 | -166409 | -127172 | -369616 | -312855 | -134352 |
Profit Factor | 1.3674 | 1.386 | 1.336 | 0.9795 | 1.0617 | 0.8692 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 94 | 40 | 54 | 94 | 40 | 54 |
Losing Trades | 74 | 44 | 30 | 74 | 44 | 30 |
Profitability (%) | 55.9524 | 47.619 | 64.2857 | 55.9524 | 47.619 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.0765 | 1.5246 | 0.7422 | 0.7711 | 1.1679 | 0.4829 |
Largest Winning Trade | 194866 | 194866 | 28568 | 185046 | 185046 | 74400 |
Largest Losing Trade | -61712 | -36850 | -61712 | -77890 | -77890 | -55736 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 18 | 22 | 13 | 18 | 22 | 13 |
Bars Traded | 2950 | 1742 | 1208 | 2950 | 1742 | 1208 |
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 | 370517 | 285983 | -88149 | -578848 | -323754 | -578699 |
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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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