Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406795.022 | 317311.7706 | 89483.2514 | 226045.1349 | -114245.9336 | 340291.0685 |
Total P&L (%) | 406.795 | 317.3118 | 89.4833 | 226.0451 | -114.2459 | 340.2911 |
Avg Daily Profit (%) | 0.2203 | 0.1719 | 0.0485 | 0.064 | 0 | 0.0803 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141710 | -83350 | -117517 | -1596703 | -1005318 | -1123422 |
Profit Factor | 1.4489 | 1.7729 | 1.1805 | 1.0362 | 0.9607 | 1.1019 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 56.9948 | 55.6701 | 58.3333 | 56.9948 | 55.6701 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0933 | 1.4118 | 0.8432 | 0.7819 | 0.765 | 0.7871 |
Largest Winning Trade | 66906 | 57059 | 66906 | 594073 | 213711 | 594073 |
Largest Losing Trade | -67152 | -42513 | -67152 | -615124 | -279760 | -615124 |
Avg Bars in Trades | 54 | 40 | 68 | 54 | 40 | 68 |
Avg Bars in Winners | 53 | 30 | 74 | 53 | 30 | 74 |
Avg Bars in Losers | 56 | 53 | 58 | 56 | 53 | 58 |
Bars Traded | 10520 | 3967 | 6553 | 10520 | 3967 | 6553 |
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 | 385409 | 362557 | -151017 | -287896 | -580338 | -195004 |
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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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