Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427493.9116 | 301686.6494 | 125807.2622 | 114855.2022 | -63472.9123 | 178328.1145 |
Total P&L (%) | 427.4939 | 301.6866 | 125.8073 | 114.8552 | -63.4729 | 178.3281 |
Avg Daily Profit (%) | 0.224 | 0.1581 | 0.0659 | 0.0401 | -0.0528 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141335 | -91748 | -86941 | -2196229 | -1202784 | -1236185 |
Profit Factor | 1.4691 | 1.5979 | 1.3094 | 1.0177 | 0.9826 | 1.0625 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 50.8772 | 44.7059 | 56.9767 | 50.8772 | 44.7059 | 56.9767 |
Ratio Avg Win / Avg Loss | 1.4185 | 1.9763 | 0.9887 | 0.9826 | 1.2153 | 0.8023 |
Largest Winning Trade | 188629 | 188629 | 52513 | 534659 | 534659 | 321227 |
Largest Losing Trade | -51388 | -46542 | -51388 | -771318 | -649417 | -771318 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3640 | 1893 | 1747 | 3640 | 1893 | 1747 |
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 | 368309 | 294131 | -105581 | -340817 | -581219 | -273856 |
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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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