Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454189.4934 | 461653.2325 | -7463.7391 | 42746.4954 | 108552.5526 | -65806.0572 |
Total P&L (%) | 454.1895 | 461.6532 | -7.4637 | 42.7465 | 108.5526 | -65.8061 |
Avg Daily Profit (%) | 0.2439 | 0.2479 | -0.004 | 0.0191 | 0.0395 | -0.0576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95097 | -85372 | -126639 | -392355 | -314151 | -292504 |
Profit Factor | 1.4835 | 2.012 | 0.9846 | 1.0181 | 1.0921 | 0.9441 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 42.7835 | 40.2062 | 45.3608 | 42.7835 | 40.2062 | 45.3608 |
Ratio Avg Win / Avg Loss | 1.984 | 2.9923 | 1.1859 | 1.3616 | 1.6242 | 1.1372 |
Largest Winning Trade | 285568 | 285568 | 41913 | 175095 | 175095 | 141546 |
Largest Losing Trade | -41742 | -28704 | -41742 | -124102 | -124102 | -105083 |
Avg Bars in Trades | 112 | 106 | 119 | 112 | 106 | 119 |
Avg Bars in Winners | 165 | 151 | 177 | 165 | 151 | 177 |
Avg Bars in Losers | 73 | 76 | 70 | 73 | 76 | 70 |
Bars Traded | 21915 | 10348 | 11567 | 21915 | 10348 | 11567 |
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 | 306788 | 278984 | -581210 | -371659 | -262370 | -581210 |
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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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