Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440795.1686 | 361187.4071 | 79607.7615 | 294235.1638 | 468097.175 | -173862.0112 |
Total P&L (%) | 440.7952 | 361.1874 | 79.6078 | 294.2352 | 468.0972 | -173.862 |
Avg Daily Profit (%) | 0.1997 | 0.1636 | 0.0361 | 0.0622 | 0.0787 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183429 | -132351 | -131388 | -557148 | -204598 | -530831 |
Profit Factor | 1.4924 | 1.7909 | 1.1815 | 1.1278 | 1.4424 | 0.8603 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 46.0674 | 39.3258 | 52.809 | 46.0674 | 39.3258 | 52.809 |
Ratio Avg Win / Avg Loss | 1.7472 | 2.7631 | 1.0558 | 1.3203 | 2.2254 | 0.7688 |
Largest Winning Trade | 124909 | 124909 | 47848 | 198214 | 184689 | 198214 |
Largest Losing Trade | -51300 | -29100 | -51300 | -153766 | -116984 | -153766 |
Avg Bars in Trades | 73 | 81 | 64 | 73 | 81 | 64 |
Avg Bars in Winners | 91 | 104 | 81 | 91 | 104 | 81 |
Avg Bars in Losers | 57 | 67 | 44 | 57 | 67 | 44 |
Bars Traded | 12995 | 7278 | 5717 | 12995 | 7278 | 5717 |
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 | 338097 | 224616 | -165546 | -190528 | -90260 | -580730 |
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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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