Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382123.772 | 353899.6427 | 28224.1293 | 25111.7431 | 131677.5341 | -106565.791 |
Total P&L (%) | 382.1238 | 353.8996 | 28.2241 | 25.1117 | 131.6775 | -106.5658 |
Avg Daily Profit (%) | 0.1527 | 0.1414 | 0.0113 | 0.009 | 0.0336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107785 | -109037 | -70747 | -533549 | -292024 | -355720 |
Profit Factor | 1.4086 | 1.7816 | 1.0585 | 1.0116 | 1.1236 | 0.9033 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 50.5155 | 46.3918 | 54.6392 | 50.5155 | 46.3918 | 54.6392 |
Ratio Avg Win / Avg Loss | 1.3799 | 2.0587 | 0.8788 | 0.9909 | 1.2984 | 0.7499 |
Largest Winning Trade | 261073 | 261073 | 57475 | 179173 | 179173 | 118127 |
Largest Losing Trade | -38429 | -28794 | -38429 | -253055 | -113404 | -253055 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 4901 | 2208 | 2693 | 4901 | 2208 | 2693 |
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 | 335682 | -2328 | -338284 | -392506 | -234033 | -580194 |
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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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