Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188464.5233 | 98920.3877 | 89544.1356 | 117535.3248 | 32416.1314 | 85119.1934 |
Total P&L (%) | 188.4645 | 98.9204 | 89.5441 | 117.5353 | 32.4161 | 85.1192 |
Avg Daily Profit (%) | 0.1809 | 0.095 | 0.086 | 0.0746 | 0.027 | 0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91205 | -31910 | -107922 | -69157 | -45076 | -83859 |
Profit Factor | 1.2562 | 1.3656 | 1.1925 | 1.1522 | 1.1089 | 1.1793 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 50.9363 | 49.2537 | 52.6316 | 50.9363 | 49.2537 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.21 | 1.407 | 1.0733 | 1.1098 | 1.1425 | 1.0614 |
Largest Winning Trade | 36598 | 17540 | 36598 | 57048 | 17491 | 57048 |
Largest Losing Trade | -42688 | -14412 | -42688 | -43548 | -16798 | -43548 |
Avg Bars in Trades | 91 | 34 | 148 | 91 | 34 | 148 |
Avg Bars in Winners | 101 | 36 | 163 | 101 | 36 | 163 |
Avg Bars in Losers | 80 | 33 | 131 | 80 | 33 | 131 |
Bars Traded | 24341 | 4623 | 19718 | 24341 | 4623 | 19718 |
Profit Streak | 0 | 0 | 28.0239 | 0 | 0 | 28.0239 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316521 | -66193 | -86258 | -144870 | -260938 | -136542 |
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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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