Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379516.5486 | 333201.4125 | 46315.1361 | 59747.7105 | 324064.9997 | -264317.2892 |
Total P&L (%) | 379.5165 | 333.2014 | 46.3151 | 59.7477 | 324.065 | -264.3173 |
Avg Daily Profit (%) | 0.1516 | 0.1331 | 0.0185 | 0.0187 | 0.0577 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187103 | -159246 | -102660 | -1168470 | -494854 | -774626 |
Profit Factor | 1.3929 | 1.685 | 1.0966 | 1.022 | 1.2742 | 0.8279 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 52.1505 | 50.5376 | 53.7634 | 52.1505 | 50.5376 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.278 | 1.6491 | 0.9431 | 0.9377 | 1.2471 | 0.712 |
Largest Winning Trade | 173316 | 173316 | 45524 | 268776 | 268776 | 268447 |
Largest Losing Trade | -42790 | -29579 | -42790 | -539915 | -191518 | -539915 |
Avg Bars in Trades | 26 | 23 | 28 | 26 | 23 | 28 |
Avg Bars in Winners | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 4882 | 2201 | 2681 | 4882 | 2201 | 2681 |
Profit Streak | 0 | 0 | 17.3202 | 0 | 0 | 17.3202 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338008 | -12148 | -284727 | -365028 | -115887 | -579749 |
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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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