Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616549.0993 | 551121.0151 | 65428.0843 | 250814.869 | -62571.5224 | 313386.3914 |
Total P&L (%) | 616.5491 | 551.121 | 65.4281 | 250.8149 | -62.5715 | 313.3864 |
Avg Daily Profit (%) | 0.2559 | 0.2288 | 0.0272 | 0.0521 | -0.0408 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120199 | -89676 | -165158 | -518485 | -711182 | -234268 |
Profit Factor | 1.6739 | 2.241 | 1.139 | 1.0798 | 0.9649 | 1.2304 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 42.1875 | 35.4167 | 48.9583 | 42.1875 | 35.4167 | 48.9583 |
Ratio Avg Win / Avg Loss | 2.2938 | 4.0866 | 1.1874 | 1.4798 | 1.7595 | 1.2827 |
Largest Winning Trade | 250145 | 250145 | 64870 | 463270 | 463270 | 299352 |
Largest Losing Trade | -31948 | -30303 | -31948 | -200951 | -200951 | -128756 |
Avg Bars in Trades | 49 | 37 | 60 | 49 | 37 | 60 |
Avg Bars in Winners | 79 | 69 | 86 | 79 | 69 | 86 |
Avg Bars in Losers | 27 | 20 | 35 | 27 | 20 | 35 |
Bars Traded | 9416 | 3645 | 5771 | 9416 | 3645 | 5771 |
Profit Streak | 0 | 0 | 14.5739 | 0 | 0 | 14.5739 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347527 | 236863 | -224694 | -258071 | -583969 | -114695 |
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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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