Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330945.2229 | 191302.7307 | 139642.4922 | 402846.6426 | 212353.6231 | 190493.0195 |
Total P&L (%) | 330.9452 | 191.3027 | 139.6425 | 402.8466 | 212.3536 | 190.493 |
Avg Daily Profit (%) | 0.176 | 0.1017 | 0.0743 | 0.0859 | 0.0606 | 0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67996 | -52000 | -63596 | -533980 | -245545 | -326313 |
Profit Factor | 1.5413 | 1.5734 | 1.5028 | 1.1728 | 1.1692 | 1.177 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 44.0415 | 37.5 | 50.5155 | 44.0415 | 37.5 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.9584 | 2.6223 | 1.4722 | 1.4901 | 1.9486 | 1.153 |
Largest Winning Trade | 92174 | 92174 | 65246 | 317611 | 317611 | 211588 |
Largest Losing Trade | -20286 | -19236 | -20286 | -190538 | -69158 | -190538 |
Avg Bars in Trades | 57 | 47 | 67 | 57 | 47 | 67 |
Avg Bars in Winners | 87 | 71 | 99 | 87 | 71 | 99 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 11016 | 4516 | 6500 | 11016 | 4516 | 6500 |
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 | 316037 | -59471 | -92710 | -110013 | -150516 | -143222 |
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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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