Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401342.522 | 67351.1046 | 333991.4174 | 1002503.8374 | 125589.3006 | 876914.5369 |
Total P&L (%) | 401.3425 | 67.3511 | 333.9914 | 1002.5038 | 125.5893 | 876.9145 |
Avg Daily Profit (%) | 0.262 | 0.044 | 0.218 | 0.1568 | 0.0531 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74170 | -52137 | -73175 | -1310478 | -675607 | -793039 |
Profit Factor | 1.579 | 1.1997 | 1.9383 | 1.182 | 1.047 | 1.3094 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 58.2888 | 56.383 | 60.2151 | 58.2888 | 56.383 | 60.2151 |
Ratio Avg Win / Avg Loss | 1.1299 | 0.9281 | 1.2806 | 0.8459 | 0.8099 | 0.8651 |
Largest Winning Trade | 47929 | 46805 | 47929 | 408890 | 342952 | 408890 |
Largest Losing Trade | -44165 | -23642 | -44165 | -737638 | -284468 | -737638 |
Avg Bars in Trades | 93 | 59 | 127 | 93 | 59 | 127 |
Avg Bars in Winners | 86 | 50 | 119 | 86 | 50 | 119 |
Avg Bars in Losers | 103 | 71 | 137 | 103 | 71 | 137 |
Bars Traded | 17441 | 5630 | 11811 | 17441 | 5630 | 11811 |
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 | 431773 | -136305 | 409089 | -12244 | -291965 | 203402 |
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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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