Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364725.2273 | 318926.9512 | 45798.2761 | 30564.1231 | 319103.467 | -288539.3439 |
Total P&L (%) | 364.7252 | 318.927 | 45.7983 | 30.5641 | 319.1035 | -288.5393 |
Avg Daily Profit (%) | 0.1663 | 0.1454 | 0.0209 | 0.0122 | 0.0654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111999 | -118960 | -107403 | -398260 | -234505 | -353551 |
Profit Factor | 1.3565 | 1.7464 | 1.0769 | 1.0156 | 1.4192 | 0.758 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 58.2474 | 60.8247 | 55.6701 | 58.2474 | 60.8247 | 55.6701 |
Ratio Avg Win / Avg Loss | 0.9723 | 1.1248 | 0.8575 | 0.728 | 0.914 | 0.6036 |
Largest Winning Trade | 69969 | 69969 | 52134 | 108116 | 108116 | 65311 |
Largest Losing Trade | -73564 | -29316 | -73564 | -259538 | -96777 | -259538 |
Avg Bars in Trades | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Winners | 22 | 14 | 32 | 22 | 14 | 32 |
Avg Bars in Losers | 20 | 17 | 22 | 20 | 17 | 22 |
Bars Traded | 4210 | 1500 | 2710 | 4210 | 1500 | 2710 |
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 | 304487 | 168682 | -303601 | -382273 | -105124 | -580060 |
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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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