Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291910.7607 | 266658.6919 | 25252.0689 | -5246.1444 | 66667.0073 | -71913.1518 |
Total P&L (%) | 291.9108 | 266.6587 | 25.2521 | -5.2461 | 66.667 | -71.9132 |
Avg Daily Profit (%) | 0.1558 | 0.1423 | 0.0135 | -0.0029 | 0.0273 | -0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180213 | -101558 | -149883 | -113482 | -65435 | -132223 |
Profit Factor | 1.3333 | 1.6842 | 1.052 | 0.9917 | 1.2494 | 0.8032 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 49.7238 | 43.956 | 55.5556 | 49.7238 | 43.956 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3482 | 2.1474 | 0.8416 | 1.0027 | 1.593 | 0.6425 |
Largest Winning Trade | 108086 | 108086 | 50708 | 35740 | 35740 | 19839 |
Largest Losing Trade | -72529 | -47119 | -72529 | -73677 | -22108 | -73677 |
Avg Bars in Trades | 20 | 14 | 26 | 20 | 14 | 26 |
Avg Bars in Winners | 22 | 15 | 28 | 22 | 15 | 28 |
Avg Bars in Losers | 17 | 12 | 24 | 17 | 12 | 24 |
Bars Traded | 3663 | 1278 | 2385 | 3663 | 1278 | 2385 |
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 | 311374 | -2223 | -342719 | -577993 | -158166 | -580093 |
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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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