Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221571.536 | 181454.4115 | 40117.1245 | 107153.21 | 52696.4937 | 54456.7163 |
Total P&L (%) | 221.5715 | 181.4544 | 40.1171 | 107.1532 | 52.6965 | 54.4567 |
Avg Daily Profit (%) | 0.2127 | 0.1742 | 0.0385 | 0.0699 | 0.0406 | 0.0417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92649 | -85863 | -61028 | -401086 | -366285 | -167953 |
Profit Factor | 1.3134 | 1.4844 | 1.1207 | 1.0584 | 1.0482 | 1.0735 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 52.3077 | 51.5464 | 53.0612 | 52.3077 | 51.5464 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.1975 | 1.3954 | 0.9914 | 0.965 | 0.9853 | 0.9496 |
Largest Winning Trade | 52209 | 52209 | 21543 | 112983 | 112983 | 75257 |
Largest Losing Trade | -47283 | -47283 | -30478 | -216445 | -216445 | -97091 |
Avg Bars in Trades | 126 | 156 | 95 | 126 | 156 | 95 |
Avg Bars in Winners | 134 | 158 | 111 | 134 | 158 | 111 |
Avg Bars in Losers | 116 | 154 | 78 | 116 | 154 | 78 |
Bars Traded | 24608 | 15220 | 9388 | 24608 | 15220 | 9388 |
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 | 331754 | 306592 | -233028 | -256172 | -309053 | -279411 |
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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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