Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389502.9584 | 380648.5871 | 8854.3713 | 41084.135 | 231861.8228 | -190777.6878 |
Total P&L (%) | 389.503 | 380.6486 | 8.8544 | 41.0841 | 231.8618 | -190.7777 |
Avg Daily Profit (%) | 0.2194 | 0.2144 | 0.005 | 0.0194 | 0.0676 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115436 | -78942 | -110831 | -331639 | -104051 | -273580 |
Profit Factor | 1.4406 | 2.0161 | 1.0174 | 1.0279 | 1.3941 | 0.7838 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Losing Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Profitability (%) | 50.2618 | 54.1667 | 46.3158 | 50.2618 | 54.1667 | 46.3158 |
Ratio Avg Win / Avg Loss | 1.4256 | 1.7059 | 1.1792 | 1.0172 | 1.1796 | 0.9085 |
Largest Winning Trade | 205754 | 205754 | 78596 | 231713 | 231713 | 95955 |
Largest Losing Trade | -55611 | -35486 | -55611 | -79351 | -52882 | -79351 |
Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Winners | 51 | 39 | 65 | 51 | 39 | 65 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 6936 | 3103 | 3832 | 6936 | 3103 | 3832 |
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 | 351495 | 425428 | -555076 | -357849 | -101793 | -582511 |
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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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