Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410415.357 | 336299.6923 | 74115.6646 | 292168.6215 | 113631.1265 | 178537.495 |
Total P&L (%) | 410.4154 | 336.2997 | 74.1157 | 292.1686 | 113.6311 | 178.5375 |
Avg Daily Profit (%) | 0.1754 | 0.1437 | 0.0317 | 0.0584 | 0.0324 | 0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126631 | -73529 | -97939 | -467172 | -388731 | -226219 |
Profit Factor | 1.4534 | 1.7313 | 1.1664 | 1.0942 | 1.0676 | 1.1258 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 47.027 | 40.8602 | 53.2609 | 47.027 | 40.8602 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.6372 | 2.5058 | 1.0236 | 1.2325 | 1.5452 | 0.9879 |
Largest Winning Trade | 121688 | 121688 | 45435 | 309663 | 309663 | 184827 |
Largest Losing Trade | -35622 | -27186 | -35622 | -185992 | -100847 | -185992 |
Avg Bars in Trades | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Winners | 104 | 104 | 104 | 104 | 104 | 104 |
Avg Bars in Losers | 48 | 46 | 49 | 48 | 46 | 49 |
Bars Traded | 13824 | 6557 | 7267 | 13824 | 6557 | 7267 |
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 | 336810 | -1747 | -187919 | -232006 | -298499 | -218168 |
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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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