Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277177.3233 | 196503.6368 | 80673.6865 | 15882.2056 | 51493.2485 | -35611.0429 |
Total P&L (%) | 277.1773 | 196.5036 | 80.6737 | 15.8822 | 51.4932 | -35.611 |
Avg Daily Profit (%) | 0.2712 | 0.1923 | 0.0789 | 0.0144 | 0.0407 | -0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130214 | -122579 | -68988 | -88917 | -60183 | -32987 |
Profit Factor | 1.3436 | 1.4778 | 1.204 | 1.0403 | 1.2685 | 0.8239 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 52.6042 | 51.0417 | 54.1667 | 52.6042 | 51.0417 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.2106 | 1.4175 | 1.0188 | 0.9373 | 1.2167 | 0.6972 |
Largest Winning Trade | 182184 | 182184 | 43279 | 67295 | 67295 | 21009 |
Largest Losing Trade | -61359 | -36082 | -61359 | -61359 | -21110 | -61359 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 5845 | 2723 | 3122 | 5845 | 2723 | 3122 |
Profit Streak | 0 | 0 | 56.3747 | 0 | 0 | 56.3747 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357227 | 318245 | -86416 | -359720 | -139832 | -579135 |
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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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