Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641856.809 | 538513.3441 | 103343.4649 | 205897.7038 | 284818.3241 | -78920.6203 |
Total P&L (%) | 641.8568 | 538.5133 | 103.3435 | 205.8977 | 284.8183 | -78.9206 |
Avg Daily Profit (%) | 0.3981 | 0.334 | 0.0641 | 0.0694 | 0.0836 | -0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105899 | -92176 | -100609 | -425040 | -227250 | -441982 |
Profit Factor | 1.7722 | 2.1979 | 1.2707 | 1.0992 | 1.2707 | 0.9229 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 68 | 27 | 41 | 68 | 27 | 41 |
Losing Trades | 125 | 70 | 55 | 125 | 70 | 55 |
Profitability (%) | 35.2332 | 27.8351 | 42.7083 | 35.2332 | 27.8351 | 42.7083 |
Ratio Avg Win / Avg Loss | 3.2576 | 5.6982 | 1.7047 | 2.0206 | 3.2943 | 1.238 |
Largest Winning Trade | 419203 | 419203 | 57726 | 401332 | 401332 | 133375 |
Largest Losing Trade | -40009 | -22574 | -40009 | -227787 | -77104 | -227787 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 97 | 102 | 93 | 97 | 102 | 93 |
Avg Bars in Losers | 23 | 21 | 25 | 23 | 21 | 25 |
Bars Traded | 9542 | 4289 | 5253 | 9542 | 4289 | 5253 |
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 | 300932 | -4249 | -109462 | -215323 | -97917 | -582244 |
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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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