Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456793.191 | 184368.2844 | 272424.9066 | 602476.2258 | 143732.7491 | 458743.4767 |
Total P&L (%) | 456.7932 | 184.3683 | 272.4249 | 602.4762 | 143.7327 | 458.7435 |
Avg Daily Profit (%) | 0.2859 | 0.1154 | 0.1705 | 0.1221 | 0.0558 | 0.1077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122600 | -83624 | -73496 | -631367 | -584758 | -261451 |
Profit Factor | 1.5162 | 1.3445 | 1.7791 | 1.1675 | 1.0636 | 1.3432 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 102 | 43 | 59 | 102 | 43 | 59 |
Losing Trades | 90 | 53 | 37 | 90 | 53 | 37 |
Profitability (%) | 53.125 | 44.7917 | 61.4583 | 53.125 | 44.7917 | 61.4583 |
Ratio Avg Win / Avg Loss | 1.3379 | 1.6572 | 1.1157 | 1.0302 | 1.311 | 0.8423 |
Largest Winning Trade | 75840 | 75840 | 46275 | 385069 | 385069 | 105141 |
Largest Losing Trade | -51382 | -42263 | -51382 | -247124 | -247124 | -173036 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 9496 | 4749 | 4747 | 9496 | 4749 | 4747 |
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 | 402159 | -39798 | 389488 | -64419 | -271305 | -49275 |
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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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