Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330491.5353 | 161830.5494 | 168660.9858 | 156975.5208 | -59350.622 | 216326.1428 |
Total P&L (%) | 330.4915 | 161.8305 | 168.661 | 156.9755 | -59.3506 | 216.3261 |
Avg Daily Profit (%) | 0.1897 | 0.0929 | 0.0968 | 0.0542 | -0.0517 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110065 | -81817 | -60067 | -543009 | -548129 | -275530 |
Profit Factor | 1.4535 | 1.383 | 1.5508 | 1.0544 | 0.9651 | 1.1828 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 51.6129 | 47.3118 | 55.914 | 51.6129 | 47.3118 | 55.914 |
Ratio Avg Win / Avg Loss | 1.3626 | 1.5401 | 1.2227 | 0.9885 | 1.0748 | 0.9326 |
Largest Winning Trade | 143600 | 143600 | 63746 | 366645 | 366645 | 237596 |
Largest Losing Trade | -26575 | -26575 | -25763 | -167735 | -167735 | -111667 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Losers | 30 | 26 | 35 | 30 | 26 | 35 |
Bars Traded | 9924 | 4584 | 5340 | 9924 | 4584 | 5340 |
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 | 350578 | -68578 | -61622 | -281664 | -580462 | -125260 |
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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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