Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331268.1583 | 308949.7127 | 22318.4456 | 74144.046 | 142271.1 | -68127.054 |
Total P&L (%) | 331.2682 | 308.9497 | 22.3184 | 74.144 | 142.2711 | -68.1271 |
Avg Daily Profit (%) | 0.1871 | 0.1745 | 0.0126 | 0.0313 | 0.05 | -0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132713 | -51352 | -107760 | -314045 | -148513 | -178477 |
Profit Factor | 1.5067 | 2.2182 | 1.0558 | 1.0646 | 1.338 | 0.9062 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 47.8261 | 44.5652 | 51.087 | 47.8261 | 44.5652 | 51.087 |
Ratio Avg Win / Avg Loss | 1.6437 | 2.7592 | 1.0108 | 1.1614 | 1.6644 | 0.8677 |
Largest Winning Trade | 130219 | 130219 | 78200 | 193054 | 127790 | 193054 |
Largest Losing Trade | -62389 | -21639 | -62389 | -96560 | -51170 | -96560 |
Avg Bars in Trades | 56 | 50 | 62 | 56 | 50 | 62 |
Avg Bars in Winners | 80 | 69 | 90 | 80 | 69 | 90 |
Avg Bars in Losers | 34 | 36 | 33 | 34 | 36 | 33 |
Bars Traded | 10430 | 4684 | 5746 | 10430 | 4684 | 5746 |
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 | 363145 | 331293 | -340681 | -300353 | -127138 | -580945 |
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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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