Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352910.078 | 271101.6724 | 81808.4056 | -31559.1182 | -325885.683 | 294326.5648 |
Total P&L (%) | 352.9101 | 271.1017 | 81.8084 | -31.5591 | -325.8857 | 294.3266 |
Avg Daily Profit (%) | 0.2389 | 0.1835 | 0.0554 | -0.0257 | 0 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183761 | -181183 | -116093 | -830158 | -768797 | -289332 |
Profit Factor | 1.3388 | 1.4562 | 1.1829 | 0.9864 | 0.7798 | 1.3535 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 89 | 36 | 53 | 89 | 36 | 53 |
Losing Trades | 104 | 61 | 43 | 104 | 61 | 43 |
Profitability (%) | 46.114 | 37.1134 | 55.2083 | 46.114 | 37.1134 | 55.2083 |
Ratio Avg Win / Avg Loss | 1.5645 | 2.4675 | 0.9597 | 1.1526 | 1.3213 | 1.0982 |
Largest Winning Trade | 164279 | 164279 | 42632 | 241268 | 175921 | 241268 |
Largest Losing Trade | -66666 | -36142 | -66666 | -289112 | -289112 | -193617 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 50 | 42 | 55 | 50 | 42 | 55 |
Avg Bars in Losers | 39 | 40 | 36 | 39 | 40 | 36 |
Bars Traded | 8542 | 4005 | 4537 | 8542 | 4005 | 4537 |
Profit Streak | 0 | 0 | 17.6753 | 0 | 0 | 17.6753 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319868 | 155627 | -139031 | -579612 | -584418 | -67552 |
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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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