Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370896.3338 | 290555.7502 | 80340.5837 | 331002.0232 | 145952.6829 | 185049.3403 |
Total P&L (%) | 370.8963 | 290.5558 | 80.3406 | 331.002 | 145.9527 | 185.0493 |
Avg Daily Profit (%) | 0.1991 | 0.156 | 0.0431 | 0.0785 | 0.0483 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98998 | -69373 | -114630 | -673912 | -378457 | -315960 |
Profit Factor | 1.5213 | 1.8279 | 1.2228 | 1.1383 | 1.1136 | 1.1669 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 45.7895 | 41.0526 | 50.5263 | 45.7895 | 41.0526 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.801 | 2.6247 | 1.1973 | 1.3477 | 1.5991 | 1.1426 |
Largest Winning Trade | 111877 | 111877 | 53069 | 254525 | 254525 | 246463 |
Largest Losing Trade | -47959 | -28320 | -47959 | -143468 | -143468 | -76191 |
Avg Bars in Trades | 57 | 44 | 71 | 57 | 44 | 71 |
Avg Bars in Winners | 81 | 61 | 97 | 81 | 61 | 97 |
Avg Bars in Losers | 38 | 32 | 44 | 38 | 32 | 44 |
Bars Traded | 10984 | 4221 | 6763 | 10984 | 4221 | 6763 |
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 | 342645 | 249580 | -135922 | -157224 | -226573 | -154983 |
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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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