Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249934.3581 | 171222.1159 | 78712.2423 | 385116.2478 | 508972.0516 | -123855.8039 |
Total P&L (%) | 249.9344 | 171.2221 | 78.7122 | 385.1162 | 508.9721 | -123.8558 |
Avg Daily Profit (%) | 0.2399 | 0.1644 | 0.0756 | 0.1517 | 0.1736 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98600 | -51035 | -81288 | -967731 | -300489 | -791633 |
Profit Factor | 1.5169 | 1.7677 | 1.3022 | 1.1574 | 1.4801 | 0.9107 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Profitability (%) | 43.0052 | 44.7917 | 41.2371 | 43.0052 | 44.7917 | 41.2371 |
Ratio Avg Win / Avg Loss | 2.0104 | 2.1788 | 1.8556 | 1.5338 | 1.8243 | 1.2978 |
Largest Winning Trade | 58996 | 58996 | 52828 | 285597 | 285597 | 248263 |
Largest Losing Trade | -27290 | -17181 | -27290 | -212058 | -212058 | -182080 |
Avg Bars in Trades | 128 | 114 | 141 | 128 | 114 | 141 |
Avg Bars in Winners | 204 | 167 | 243 | 204 | 167 | 243 |
Avg Bars in Losers | 70 | 71 | 70 | 70 | 71 | 70 |
Bars Traded | 24739 | 10985 | 13754 | 24739 | 10985 | 13754 |
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 | 315846 | 300423 | -94549 | -40831 | 280229 | -582814 |
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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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