Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593103.0562 | 453095.3534 | 140007.7028 | 109923.626 | -392582.2183 | 502505.8443 |
Total P&L (%) | 593.1031 | 453.0954 | 140.0077 | 109.9236 | -392.5822 | 502.5058 |
Avg Daily Profit (%) | 0.3285 | 0.251 | 0.0775 | 0.0411 | 0 | 0.0995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133134 | -139452 | -55851 | -582214 | -936436 | -213047 |
Profit Factor | 1.7991 | 2.012 | 1.4754 | 1.0364 | 0.7977 | 1.4673 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 41.6667 | 34.4444 | 48.8889 | 41.6667 | 34.4444 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.5187 | 3.8294 | 1.5424 | 1.451 | 1.5183 | 1.534 |
Largest Winning Trade | 553305 | 553305 | 71953 | 544862 | 544862 | 256360 |
Largest Losing Trade | -44236 | -44236 | -27527 | -296375 | -296375 | -90723 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3531 | 1630 | 1901 | 3531 | 1630 | 1901 |
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 | 379016 | 208610 | -87614 | -320494 | -584085 | -57948 |
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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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