Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340869.1886 | 283716.4094 | 57152.7792 | -2950.9533 | 282289.2336 | -285240.1869 |
Total P&L (%) | 340.8692 | 283.7164 | 57.1528 | -2.951 | 282.2892 | -285.2402 |
Avg Daily Profit (%) | 0.1838 | 0.153 | 0.0308 | -0.0016 | 0.0723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190079 | -110605 | -191003 | -328157 | -165814 | -400051 |
Profit Factor | 1.3358 | 1.5948 | 1.1062 | 0.9967 | 1.9191 | 0.5062 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 53.8462 | 52.7473 | 54.9451 | 53.8462 | 52.7473 | 54.9451 |
Ratio Avg Win / Avg Loss | 1.1449 | 1.4287 | 0.9071 | 0.8543 | 1.7192 | 0.4151 |
Largest Winning Trade | 97151 | 97151 | 55177 | 152134 | 152134 | 27264 |
Largest Losing Trade | -74165 | -39300 | -74165 | -127677 | -111463 | -127677 |
Avg Bars in Trades | 20 | 16 | 23 | 20 | 16 | 23 |
Avg Bars in Winners | 23 | 18 | 28 | 23 | 18 | 28 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 3646 | 1523 | 2123 | 3646 | 1523 | 2123 |
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 | 342521 | 339387 | -257354 | -579048 | -92390 | -580170 |
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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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