Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420226.8816 | 375860.7153 | 44366.1662 | 195852.2813 | 315755.3694 | -119903.0881 |
Total P&L (%) | 420.2269 | 375.8607 | 44.3662 | 195.8523 | 315.7554 | -119.9031 |
Avg Daily Profit (%) | 0.1795 | 0.1606 | 0.019 | 0.0464 | 0.0609 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134639 | -92233 | -108830 | -348911 | -284759 | -323933 |
Profit Factor | 1.422 | 1.7213 | 1.0934 | 1.091 | 1.284 | 0.8847 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 47.4576 | 47.7273 | 47.191 | 47.4576 | 47.7273 | 47.191 |
Ratio Avg Win / Avg Loss | 1.5743 | 1.8853 | 1.2236 | 1.2079 | 1.4062 | 0.99 |
Largest Winning Trade | 100558 | 100558 | 59413 | 195341 | 195341 | 107671 |
Largest Losing Trade | -54049 | -54049 | -35242 | -130113 | -127839 | -130113 |
Avg Bars in Trades | 51 | 58 | 44 | 51 | 58 | 44 |
Avg Bars in Winners | 53 | 58 | 47 | 53 | 58 | 47 |
Avg Bars in Losers | 50 | 58 | 41 | 50 | 58 | 41 |
Bars Traded | 9140 | 5183 | 3957 | 9140 | 5183 | 3957 |
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 | 335701 | 336383 | -288508 | -251479 | -112823 | -582186 |
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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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