Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186078.0109 | 121762.6818 | 64315.3291 | 143333.7701 | 84711.1171 | 58622.653 |
Total P&L (%) | 186.078 | 121.7627 | 64.3153 | 143.3338 | 84.7111 | 58.6227 |
Avg Daily Profit (%) | 0.3573 | 0.2338 | 0.1235 | 0.1709 | 0.1179 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76028 | -59358 | -50906 | -114153 | -87046 | -72991 |
Profit Factor | 1.2992 | 1.3868 | 1.2094 | 1.1715 | 1.2038 | 1.1396 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 44.385 | 42.5532 | 46.2366 | 44.385 | 42.5532 | 46.2366 |
Ratio Avg Win / Avg Loss | 1.6279 | 1.8722 | 1.4062 | 1.4679 | 1.6252 | 1.3251 |
Largest Winning Trade | 66119 | 66119 | 25278 | 73851 | 73851 | 37766 |
Largest Losing Trade | -22170 | -17395 | -22170 | -27454 | -23667 | -27454 |
Avg Bars in Trades | 130 | 140 | 120 | 130 | 140 | 120 |
Avg Bars in Winners | 189 | 199 | 179 | 189 | 199 | 179 |
Avg Bars in Losers | 83 | 97 | 69 | 83 | 97 | 69 |
Bars Traded | 24423 | 13233 | 11190 | 24423 | 13233 | 11190 |
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 | 301749 | 211216 | -31345 | -26252 | -38785 | -144754 |
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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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